+497.9%
SOXL vs S
+13.6%
+484.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +18.4% | -1.2% | +19.6% | +19.3% |
| 30D | -3.2% | -12.6% | +9.4% | +5.5% |
| 3M | -37.6% | +27.6% | -65.1% | -51.3% |
| 6M | +136.1% | +35.5% | +100.6% | +66.9% |
| YTD | +199.5% | +29.6% | +169.9% | +114.1% |
| 1Y | +363.2% | +8.1% | +355.1% | +289.4% |
| All | +497.9% | +13.6% | +484.2% | +415.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling