+357.4%
SOXL vs SAP
-19.8%
+377.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +9.5% |
| 7D | +5.3% | -2.9% | +8.2% | +3.9% |
| 30D | -11.2% | +9.0% | -20.2% | -7.5% |
| 3M | -55.4% | +14.9% | -70.3% | -44.8% |
| 6M | +107.1% | +11.9% | +95.2% | +157.6% |
| YTD | +179.0% | -9.9% | +188.9% | +295.4% |
| 1Y | +357.4% | -19.5% | +376.9% | +688.7% |
| All | +357.4% | -19.8% | +377.2% | +688.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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