+397.5%
SOXL vs LITE
+1,559.3%
-1,161.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.0% | +5.9% | +6.0% |
| 7D | +5.3% | -1.5% | +6.9% | +7.1% |
| 30D | -11.2% | +6.7% | -17.9% | -17.4% |
| 3M | -55.4% | -6.8% | -48.6% | -47.2% |
| 6M | +107.1% | +29.4% | +77.7% | +68.5% |
| YTD | +179.0% | +139.1% | +40.0% | +13.9% |
| 1Y | +357.4% | +521.0% | -163.6% | -40.7% |
| All | +397.5% | +1,559.3% | -1,161.8% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling