+20,848.2%
SOXL vs IT
+613.0%
+20,235.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +4.0% |
| 7D | +18.4% | -9.1% | +27.5% | +29.3% |
| 30D | -3.2% | -12.2% | +9.0% | +6.8% |
| 3M | -37.6% | +7.8% | -45.4% | -58.7% |
| 6M | +136.1% | +2.0% | +134.1% | +44.4% |
| YTD | +199.5% | -32.7% | +232.2% | +198.2% |
| 1Y | +363.2% | -31.1% | +394.3% | +324.7% |
| 3Y | +496.5% | -52.1% | +548.6% | +848.2% |
| 5Y | +184.8% | -46.3% | +231.1% | +399.1% |
| 10Y | +5,399.0% | +91.4% | +5,307.6% | +1,483.6% |
| All | +20,848.2% | +613.0% | +20,235.2% | +651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling