-12.7%
SOXL vs LYB
+47.1%
-59.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -2.1% | -36.6% | -39.7% |
| 7D | -60.1% | -5.7% | -54.4% | -61.2% |
| 30D | -75.1% | +4.6% | -79.7% | -74.3% |
| 3M | -69.0% | +5.5% | -74.5% | -67.7% |
| 6M | -71.6% | -19.1% | -52.5% | -72.4% |
| YTD | -2.7% | +47.1% | -49.8% | -14.8% |
| 1Y | -12.7% | +49.0% | -61.7% | -23.4% |
| All | -12.7% | +47.1% | -59.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling