+55.9%
SOXL vs S
+36.5%
+19.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.5% | -9.2% |
| 7D | -37.9% | -8.2% | -29.7% | -36.6% |
| 30D | -59.4% | -7.6% | -51.8% | -58.8% |
| 3M | -52.3% | +12.0% | -64.3% | -52.0% |
| 6M | -47.7% | +50.6% | -98.3% | -50.1% |
| YTD | +58.8% | +56.6% | +2.2% | +49.3% |
| 1Y | +55.9% | +39.2% | +16.7% | +51.3% |
| All | +55.9% | +36.5% | +19.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling