+19,418.6%
SOXL vs M
+94.0%
+19,324.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.1% |
| 7D | +5.3% | +4.7% | +0.6% | +2.2% |
| 30D | -11.2% | -9.6% | -1.6% | -5.2% |
| 3M | -55.4% | +0.9% | -56.2% | -55.7% |
| 6M | +107.1% | +22.3% | +84.9% | +82.7% |
| YTD | +179.0% | +6.5% | +172.5% | +167.9% |
| 1Y | +357.4% | +38.8% | +318.6% | +268.6% |
| 3Y | +397.5% | +115.9% | +281.6% | +192.6% |
| 5Y | +155.9% | +28.6% | +127.3% | +123.0% |
| 10Y | +4,301.6% | -2.5% | +4,304.1% | +3,178.2% |
| All | +19,418.6% | +94.0% | +19,324.5% | +4,889.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling