+4,921.3%
SOXL vs M
-3.0%
+4,924.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.7% | -2.5% | +0.6% |
| 7D | +3.9% | -4.2% | +8.1% | +6.4% |
| 30D | -14.3% | -7.2% | -7.1% | -10.7% |
| 3M | -45.6% | -11.1% | -34.5% | -42.4% |
| 6M | +117.2% | +28.8% | +88.4% | +88.4% |
| YTD | +189.8% | +2.0% | +187.8% | +187.1% |
| 1Y | +317.7% | +31.3% | +286.5% | +258.1% |
| 3Y | +478.6% | +119.1% | +359.5% | +268.5% |
| 5Y | +169.5% | +29.7% | +139.8% | +147.6% |
| All | +4,921.3% | -3.0% | +4,924.3% | +4,160.2% |
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