+162.3%
SOXL vs ON
+60.9%
+101.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.5% | -3.3% | -8.5% |
| 7D | +3.9% | +2.4% | +1.5% | -1.3% |
| 30D | -14.3% | -8.6% | -5.7% | -0.9% |
| 3M | -45.6% | -34.3% | -11.3% | +11.9% |
| 6M | +117.2% | +28.5% | +88.7% | +67.4% |
| YTD | +189.8% | +40.6% | +149.2% | +94.8% |
| 1Y | +317.7% | +55.3% | +262.4% | +145.8% |
| 3Y | +478.6% | -22.2% | +500.8% | +1,080.9% |
| All | +162.3% | +60.9% | +101.4% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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