+4,921.3%
SOXL vs ITOT
+303.4%
+4,617.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +1.5% |
| 7D | +3.9% | -0.9% | +4.8% | +8.3% |
| 30D | -14.3% | -1.5% | -12.9% | -8.1% |
| 3M | -45.6% | +3.6% | -49.2% | -48.8% |
| 6M | +117.2% | +13.7% | +103.5% | +56.5% |
| YTD | +189.8% | +12.9% | +176.9% | +125.4% |
| 1Y | +317.7% | +17.2% | +300.6% | +202.1% |
| 3Y | +478.6% | +75.6% | +403.0% | +41.6% |
| 5Y | +169.5% | +75.5% | +94.0% | +31.5% |
| All | +4,921.3% | +303.4% | +4,617.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling