-70.5%
SOXL vs META
+6.3%
-76.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +5.1% | +17.1% | +18.5% |
| 7D | -17.6% | +5.7% | -23.3% | -18.8% |
| 30D | -59.8% | -10.8% | -49.0% | -56.6% |
| 3M | -59.9% | +8.4% | -68.3% | -58.4% |
| All | -70.5% | +6.3% | -76.7% | -66.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling