+20,415.5%
SOXL vs ON
+766.8%
+19,648.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.5% | +11.9% |
| 7D | +16.4% | -2.2% | +18.6% | +19.6% |
| 30D | -12.1% | -12.4% | +0.3% | +8.6% |
| 3M | -41.7% | -41.2% | -0.5% | +41.0% |
| 6M | +157.4% | +25.0% | +132.4% | +116.5% |
| YTD | +193.3% | +31.3% | +162.0% | +130.7% |
| 1Y | +355.3% | +45.4% | +309.9% | +216.1% |
| 3Y | +484.2% | -27.4% | +511.6% | +1,243.5% |
| 5Y | +182.7% | +58.5% | +124.2% | +226.1% |
| 10Y | +4,692.2% | +561.8% | +4,130.4% | +1,050.2% |
| All | +20,415.5% | +766.8% | +19,648.6% | +3,799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling