+158.5%
SOXL vs META
+65.5%
+92.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +8.7% |
| 7D | +5.3% | +6.7% | -1.4% | -2.9% |
| 30D | -11.2% | +4.8% | -16.0% | -16.8% |
| 3M | -55.4% | -1.6% | -53.7% | -56.8% |
| 6M | +107.1% | -7.5% | +114.6% | +115.9% |
| YTD | +179.0% | -6.4% | +185.4% | +182.1% |
| 1Y | +357.4% | -17.3% | +374.7% | +444.0% |
| 3Y | +397.5% | +109.9% | +287.5% | +110.5% |
| All | +158.5% | +65.5% | +92.9% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling