+20,848.2%
SOXL vs OMC
+233.2%
+20,615.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +7.0% |
| 7D | +18.4% | -4.2% | +22.6% | +24.4% |
| 30D | -3.2% | -7.5% | +4.3% | +5.2% |
| 3M | -37.6% | +4.6% | -42.2% | -49.2% |
| 6M | +136.1% | -4.8% | +140.9% | +113.7% |
| YTD | +199.5% | -1.0% | +200.5% | +130.2% |
| 1Y | +363.2% | +3.8% | +359.4% | +204.2% |
| 3Y | +496.5% | +10.2% | +486.3% | +276.0% |
| 5Y | +184.8% | +29.7% | +155.1% | +58.9% |
| 10Y | +5,399.0% | +32.3% | +5,366.7% | +2,626.2% |
| All | +20,848.2% | +233.2% | +20,615.0% | +1,589.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling