+162.3%
SOXL vs IT
-42.9%
+205.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.3% | 0.0% | +1.1% |
| 7D | +3.9% | -3.7% | +7.5% | +6.2% |
| 30D | -14.3% | +0.1% | -14.4% | -16.9% |
| 3M | -45.6% | +20.7% | -66.3% | -62.6% |
| 6M | +117.2% | +12.0% | +105.2% | +41.5% |
| YTD | +189.8% | -28.8% | +218.7% | +225.4% |
| 1Y | +317.7% | -25.5% | +343.3% | +317.9% |
| 3Y | +478.6% | -48.8% | +527.4% | +936.6% |
| All | +162.3% | -42.9% | +205.2% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling