+178.5%
SOXL vs SAP
+55.1%
+123.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.6% |
| 7D | +18.4% | -0.3% | +18.6% | +18.2% |
| 30D | -3.2% | +0.3% | -3.5% | -5.2% |
| 3M | -37.6% | +16.9% | -54.5% | -59.2% |
| 6M | +136.1% | +6.3% | +129.7% | +65.9% |
| YTD | +199.5% | -12.4% | +211.9% | +173.3% |
| 1Y | +363.2% | -21.6% | +384.9% | +450.9% |
| 3Y | +496.5% | +54.8% | +441.7% | +63.6% |
| All | +178.5% | +55.1% | +123.4% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling