+1,948.9%
SOXL vs META
+443.8%
+1,505.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.9% | -13.9% | -14.9% |
| 7D | +26.9% | +5.2% | +21.7% | +18.3% |
| 30D | -47.2% | -13.0% | -34.2% | -33.5% |
| 3M | -59.9% | +7.9% | -67.8% | -63.1% |
| 6M | -68.3% | +4.2% | -72.6% | -71.6% |
| YTD | +38.8% | -2.5% | +41.4% | +34.4% |
| 1Y | +48.8% | +5.6% | +43.2% | +28.8% |
| 3Y | +196.5% | +96.8% | +99.7% | +18.8% |
| 5Y | -5.0% | +90.0% | -95.1% | -56.1% |
| All | +1,948.9% | +443.8% | +1,505.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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