+162.3%
SOXL vs ITOT
+74.3%
+88.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +0.8% |
| 7D | +3.9% | -0.9% | +4.8% | +9.0% |
| 30D | -14.3% | -1.5% | -12.9% | -7.1% |
| 3M | -45.6% | +3.6% | -49.2% | -49.7% |
| 6M | +117.2% | +13.7% | +103.5% | +46.1% |
| YTD | +189.8% | +12.9% | +176.9% | +111.9% |
| 1Y | +317.7% | +17.2% | +300.6% | +179.0% |
| 3Y | +478.6% | +75.6% | +403.0% | +4.3% |
| All | +162.3% | +74.3% | +88.0% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling