+297.0%
SOXL vs SAP
-19.2%
+316.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -8.7% |
| 7D | +8.5% | -5.1% | +13.6% | +6.1% |
| 30D | -13.0% | -1.8% | -11.2% | -13.4% |
| 3M | -35.9% | +20.9% | -56.9% | -24.5% |
| 6M | +112.1% | +7.0% | +105.1% | +160.5% |
| YTD | +175.4% | -13.7% | +189.2% | +288.4% |
| All | +297.0% | -19.2% | +316.1% | +558.6% |
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