+497.9%
SOXL vs M
+106.8%
+391.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +5.5% |
| 7D | +18.4% | -4.1% | +22.4% | +22.2% |
| 30D | -3.2% | -13.6% | +10.4% | +8.3% |
| 3M | -37.6% | -2.3% | -35.3% | -37.8% |
| 6M | +136.1% | +21.9% | +114.2% | +100.6% |
| YTD | +199.5% | -0.6% | +200.1% | +196.6% |
| 1Y | +363.2% | +29.7% | +333.5% | +268.9% |
| All | +497.9% | +106.8% | +391.1% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling