+184.8%
SOXL vs M
+22.2%
+162.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +5.7% |
| 7D | +18.4% | -4.1% | +22.4% | +22.4% |
| 30D | -3.2% | -13.6% | +10.4% | +8.8% |
| 3M | -37.6% | -2.3% | -35.3% | -37.8% |
| 6M | +136.1% | +21.9% | +114.2% | +99.1% |
| YTD | +199.5% | -0.6% | +200.1% | +197.4% |
| 1Y | +363.2% | +29.7% | +333.5% | +265.3% |
| 3Y | +496.5% | +107.3% | +389.2% | +181.6% |
| 5Y | +184.8% | +20.5% | +164.3% | +166.6% |
| All | +184.8% | +22.2% | +162.6% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling