+185.3%
SOXL vs S
-57.8%
+243.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +6.8% |
| 7D | +16.4% | -5.8% | +22.2% | +21.3% |
| 30D | -12.1% | -9.2% | -2.9% | -7.3% |
| 3M | -41.7% | +23.4% | -65.1% | -52.6% |
| 6M | +157.4% | +36.9% | +120.5% | +86.0% |
| YTD | +193.3% | +29.5% | +163.8% | +115.7% |
| 1Y | +355.3% | +5.4% | +349.9% | +291.2% |
| 3Y | +484.2% | +14.7% | +469.5% | +390.0% |
| 5Y | +182.7% | -71.5% | +254.2% | +402.1% |
| All | +185.3% | -57.8% | +243.0% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling