+17,459.9%
SOXL vs META
+1,409.6%
+16,050.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -2.0% | +19.8% | +19.8% |
| 7D | -1.0% | -0.2% | -0.8% | +2.0% |
| 30D | -48.6% | -15.4% | -33.2% | -35.9% |
| 3M | -50.3% | +5.0% | -55.4% | -51.7% |
| 6M | -65.3% | +5.2% | -70.5% | -67.6% |
| YTD | +57.2% | -4.5% | +61.7% | +62.0% |
| 1Y | +58.0% | +0.6% | +57.4% | +54.0% |
| 3Y | +226.2% | +93.1% | +133.2% | +86.3% |
| 5Y | +10.5% | +93.7% | -83.2% | -31.7% |
| 10Y | +2,180.9% | +433.3% | +1,747.5% | +817.8% |
| All | +17,459.9% | +1,409.6% | +16,050.3% | +5,462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling