+19,165.6%
SOXL vs JBL
+1,949.4%
+17,216.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.3% | -3.6% |
| 7D | +8.5% | -1.0% | +9.5% | +10.7% |
| 30D | -13.0% | -15.1% | +2.1% | +15.4% |
| 3M | -35.9% | -14.0% | -21.9% | -5.8% |
| 6M | +112.1% | +20.6% | +91.4% | +104.9% |
| YTD | +175.4% | +32.9% | +142.5% | +133.7% |
| 1Y | +304.9% | +40.5% | +264.3% | +223.3% |
| 3Y | +448.6% | +183.7% | +264.8% | +65.1% |
| 5Y | +156.1% | +388.3% | -232.2% | -52.1% |
| 10Y | +4,957.3% | +1,464.9% | +3,492.4% | +199.4% |
| All | +19,165.6% | +1,949.4% | +17,216.2% | +847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling