+20,415.5%
SOXL vs KEY
+391.2%
+20,024.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +7.2% |
| 7D | +16.4% | +2.7% | +13.7% | +12.5% |
| 30D | -12.1% | -3.2% | -8.9% | -8.5% |
| 3M | -41.7% | +1.0% | -42.7% | -42.4% |
| 6M | +157.4% | +11.9% | +145.5% | +127.7% |
| YTD | +193.3% | +8.7% | +184.6% | +169.3% |
| 1Y | +355.3% | +18.5% | +336.9% | +276.7% |
| 3Y | +484.2% | +124.0% | +360.2% | +150.3% |
| 5Y | +182.7% | +40.8% | +141.8% | +107.2% |
| 10Y | +4,692.2% | +167.0% | +4,525.2% | +1,379.3% |
| All | +20,415.5% | +391.2% | +20,024.3% | +3,464.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KEY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling