+4,921.3%
SOXL vs SAP
+176.2%
+4,745.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.9% |
| 7D | +3.9% | -4.1% | +7.9% | +10.9% |
| 30D | -14.3% | +1.1% | -15.4% | -17.1% |
| 3M | -45.6% | +26.1% | -71.7% | -71.4% |
| 6M | +117.2% | +9.8% | +107.4% | +30.4% |
| YTD | +189.8% | -13.6% | +203.4% | +143.2% |
| 1Y | +317.7% | -18.7% | +336.4% | +307.4% |
| 3Y | +478.6% | +54.1% | +424.5% | +76.2% |
| 5Y | +169.5% | +54.7% | +114.8% | +3.1% |
| All | +4,921.3% | +176.2% | +4,745.1% | +825.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling