+48.8%
SOXL vs S
+30.9%
+17.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.4% | -10.6% | -10.9% |
| 7D | +26.9% | +2.0% | +24.9% | +26.5% |
| 30D | -47.2% | -2.7% | -44.5% | -45.0% |
| 3M | -59.9% | -6.9% | -53.0% | -57.2% |
| 6M | -68.3% | +38.1% | -106.4% | -68.0% |
| YTD | +38.8% | +48.0% | -9.2% | +37.4% |
| 1Y | +48.8% | +34.5% | +14.3% | +50.0% |
| All | +48.8% | +30.9% | +17.9% | +50.0% |
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