+357.4%
SOXL vs OMC
+9.8%
+347.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +8.6% |
| 7D | +5.3% | -6.4% | +11.7% | +1.9% |
| 30D | -11.2% | +1.1% | -12.3% | -10.5% |
| 3M | -55.4% | +10.4% | -65.8% | -52.3% |
| 6M | +107.1% | -1.7% | +108.8% | +117.9% |
| YTD | +179.0% | +4.4% | +174.6% | +192.8% |
| 1Y | +357.4% | +8.4% | +348.9% | +384.3% |
| All | +357.4% | +9.8% | +347.6% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling