+4,921.3%
SOXL vs JBL
+1,558.3%
+3,363.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | -4.0% |
| 7D | +3.9% | +2.4% | +1.5% | -0.5% |
| 30D | -14.3% | -13.1% | -1.2% | +12.2% |
| 3M | -45.6% | -15.6% | -30.0% | -15.9% |
| 6M | +117.2% | +24.6% | +92.6% | +92.5% |
| YTD | +189.8% | +39.6% | +150.2% | +114.1% |
| 1Y | +317.7% | +48.6% | +269.1% | +182.5% |
| 3Y | +478.6% | +197.3% | +281.4% | +21.8% |
| 5Y | +169.5% | +413.0% | -243.5% | -69.7% |
| All | +4,921.3% | +1,558.3% | +3,363.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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