+2,180.9%
SOXL vs PLUG
-2.2%
+2,183.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.7% | +18.5% | +18.1% |
| 7D | -1.0% | -6.8% | +5.9% | +4.0% |
| 30D | -48.6% | -16.0% | -32.5% | -43.0% |
| 3M | -50.3% | -38.7% | -11.6% | -36.8% |
| 6M | -65.3% | -61.4% | -3.9% | -45.0% |
| YTD | +57.2% | -31.0% | +88.2% | +90.0% |
| 1Y | +58.0% | -46.2% | +104.3% | +108.8% |
| 3Y | +226.2% | -61.5% | +287.7% | +240.5% |
| 5Y | +10.5% | -96.9% | +107.4% | +226.6% |
| 10Y | +2,180.9% | -7.5% | +2,188.4% | +2,443.1% |
| All | +2,180.9% | -2.2% | +2,183.0% | +2,443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling