+478.6%
SOXL vs ITW
+20.2%
+458.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.1% |
| 7D | +3.9% | -0.7% | +4.6% | +5.1% |
| 30D | -14.3% | -8.3% | -6.0% | +0.5% |
| 3M | -45.6% | +6.0% | -51.6% | -54.8% |
| 6M | +117.2% | 0.0% | +117.2% | +108.0% |
| YTD | +189.8% | +10.2% | +179.6% | +119.4% |
| 1Y | +317.7% | +3.2% | +314.5% | +258.4% |
| 3Y | +478.6% | +21.0% | +457.6% | +268.3% |
| All | +478.6% | +20.2% | +458.4% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling