+4,921.3%
SOXL vs LYB
+48.3%
+4,873.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.2% | +6.3% |
| 7D | +3.9% | +0.3% | +3.6% | +3.6% |
| 30D | -14.3% | +2.5% | -16.8% | -17.4% |
| 3M | -45.6% | +1.4% | -47.0% | -49.5% |
| 6M | +117.2% | -3.5% | +120.7% | +83.9% |
| YTD | +189.8% | +52.0% | +137.9% | +30.7% |
| 1Y | +317.7% | +22.1% | +295.7% | +142.1% |
| 3Y | +478.6% | -22.8% | +501.4% | +548.1% |
| 5Y | +169.5% | -3.4% | +172.9% | +159.5% |
| All | +4,921.3% | +48.3% | +4,873.0% | +4,141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling