+4,692.2%
SOXL vs META
+372.7%
+4,319.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.8% |
| 7D | +16.4% | +6.0% | +10.4% | +7.4% |
| 30D | -12.1% | +3.6% | -15.7% | -17.1% |
| 3M | -41.7% | +4.9% | -46.6% | -50.2% |
| 6M | +157.4% | -4.7% | +162.1% | +154.6% |
| YTD | +193.3% | -6.9% | +200.2% | +195.2% |
| 1Y | +355.3% | -18.2% | +373.5% | +448.8% |
| 3Y | +484.2% | +107.8% | +376.4% | +114.9% |
| 5Y | +182.7% | +63.9% | +118.8% | +59.4% |
| 10Y | +4,692.2% | +375.1% | +4,317.2% | +516.2% |
| All | +4,692.2% | +372.7% | +4,319.5% | +516.2% |
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