+156.4%
SOXL vs META
+94.9%
+61.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.8% | +11.6% | +11.5% |
| 7D | -40.3% | -0.8% | -39.6% | -38.0% |
| 30D | -71.1% | -15.4% | -55.7% | -63.1% |
| 3M | -65.2% | +3.5% | -68.8% | -66.0% |
| 6M | -72.3% | -0.3% | -72.0% | -73.1% |
| YTD | +9.4% | -7.3% | +16.8% | +15.7% |
| 1Y | +7.0% | -1.1% | +8.0% | +2.4% |
| 3Y | +156.4% | +95.1% | +61.3% | +36.5% |
| All | +156.4% | +94.9% | +61.4% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling