+1,924.8%
SOXL vs LITE
+1,569.9%
+354.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +10.7% | +11.6% | +10.9% |
| 7D | -17.6% | -12.9% | -4.7% | +2.7% |
| 30D | -59.8% | -46.0% | -13.8% | -15.1% |
| 3M | -59.9% | -33.0% | -26.9% | -34.0% |
| 6M | -68.2% | -34.0% | -34.2% | -42.7% |
| YTD | +33.8% | +61.7% | -27.9% | -20.7% |
| 1Y | +34.7% | +148.3% | -113.6% | -53.1% |
| 3Y | +211.0% | +1,408.5% | -1,197.5% | -85.5% |
| 5Y | -8.6% | +546.2% | -554.7% | -86.8% |
| 10Y | +1,924.8% | +1,533.3% | +391.5% | +88.0% |
| All | +1,924.8% | +1,569.9% | +354.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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