+1,924.8%
SOXL vs META
+432.9%
+1,491.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +5.1% | +17.1% | +15.3% |
| 7D | -17.6% | +5.7% | -23.3% | -20.5% |
| 30D | -59.8% | -10.8% | -49.0% | -50.6% |
| 3M | -59.9% | +8.4% | -68.3% | -63.2% |
| 6M | -68.2% | +5.4% | -73.6% | -71.7% |
| YTD | +33.8% | -2.6% | +36.4% | +31.1% |
| 1Y | +34.7% | +3.5% | +31.2% | +21.1% |
| 3Y | +211.0% | +102.0% | +109.0% | +22.1% |
| 5Y | -8.6% | +93.1% | -101.6% | -58.3% |
| 10Y | +1,924.8% | +425.7% | +1,499.2% | +125.2% |
| All | +1,924.8% | +432.9% | +1,491.9% | +125.2% |
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