+181.9%
SOXL vs S
-57.1%
+239.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.5% |
| 7D | +3.9% | -0.7% | +4.5% | +4.1% |
| 30D | -14.3% | -11.4% | -2.9% | -7.8% |
| 3M | -45.6% | +33.8% | -79.4% | -58.6% |
| 6M | +117.2% | +39.5% | +77.7% | +54.5% |
| YTD | +189.8% | +31.7% | +158.2% | +110.3% |
| 1Y | +317.7% | +7.0% | +310.8% | +254.9% |
| 3Y | +478.6% | +11.8% | +466.9% | +394.3% |
| 5Y | +169.5% | -69.0% | +238.5% | +365.7% |
| All | +181.9% | -57.1% | +239.0% | +344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling