+20,415.5%
SOXL vs SAP
+506.2%
+19,909.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +7.9% |
| 7D | +16.4% | -0.3% | +16.7% | +16.2% |
| 30D | -12.1% | +2.6% | -14.7% | -17.7% |
| 3M | -41.7% | +16.3% | -58.0% | -65.2% |
| 6M | +157.4% | +6.4% | +151.0% | +61.8% |
| YTD | +193.3% | -11.4% | +204.7% | +130.9% |
| 1Y | +355.3% | -20.4% | +375.7% | +347.8% |
| 3Y | +484.2% | +56.5% | +427.6% | +85.8% |
| 5Y | +182.7% | +56.8% | +125.9% | +15.7% |
| 10Y | +4,692.2% | +176.2% | +4,516.1% | +924.2% |
| All | +20,415.5% | +506.2% | +19,909.3% | +867.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling