+1,948.9%
SOXL vs M
-7.1%
+1,956.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.5% | -12.5% | -11.9% |
| 7D | +26.9% | +7.0% | +19.8% | +22.3% |
| 30D | -47.2% | +8.9% | -56.1% | -49.7% |
| 3M | -59.9% | +4.5% | -64.3% | -61.0% |
| 6M | -68.3% | +36.2% | -104.5% | -73.7% |
| YTD | +38.8% | +15.1% | +23.7% | +28.0% |
| 1Y | +48.8% | +27.4% | +21.4% | +28.3% |
| 3Y | +196.5% | +160.1% | +36.4% | +71.5% |
| 5Y | -5.0% | -1.6% | -3.5% | -4.5% |
| All | +1,948.9% | -7.1% | +1,956.0% | +1,778.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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