+357.4%
SOXL vs ITW
+5.8%
+351.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.3% |
| 7D | +5.3% | -3.6% | +8.9% | +8.6% |
| 30D | -11.2% | -9.1% | -2.1% | -3.8% |
| 3M | -55.4% | +8.2% | -63.6% | -60.9% |
| 6M | +107.1% | -4.8% | +111.9% | +96.4% |
| YTD | +179.0% | +11.0% | +168.0% | +156.5% |
| 1Y | +357.4% | +4.2% | +353.1% | +355.3% |
| All | +357.4% | +5.8% | +351.6% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling