+131.2%
SOXL vs ON
+27.0%
+104.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.5% | +12.3% |
| 7D | +16.4% | -2.2% | +18.6% | +19.7% |
| 30D | -12.1% | -12.4% | +0.3% | +10.2% |
| 3M | -41.7% | -41.2% | -0.5% | +43.4% |
| All | +131.2% | +27.0% | +104.2% | +106.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling