+156.1%
SOXL vs S
-70.4%
+226.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.9% | -9.9% | -9.5% |
| 7D | +8.5% | +0.1% | +8.4% | +8.2% |
| 30D | -13.0% | -11.8% | -1.2% | -5.8% |
| 3M | -35.9% | +33.9% | -69.9% | -51.8% |
| 6M | +112.1% | +40.1% | +72.0% | +48.1% |
| YTD | +175.4% | +32.1% | +143.4% | +96.5% |
| 1Y | +304.9% | +11.0% | +293.8% | +230.6% |
| 3Y | +448.6% | +16.9% | +431.6% | +344.0% |
| 5Y | +156.1% | -68.9% | +225.0% | +387.7% |
| All | +156.1% | -70.4% | +226.5% | +387.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling