+156.1%
SOXL vs SBAC
-45.4%
+201.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.2% | -6.9% |
| 7D | +8.5% | -5.3% | +13.7% | +10.9% |
| 30D | -13.0% | +0.4% | -13.3% | -13.3% |
| 3M | -35.9% | -11.9% | -24.0% | -33.5% |
| 6M | +112.1% | -4.5% | +116.5% | +104.7% |
| YTD | +175.4% | -4.3% | +179.8% | +162.8% |
| 1Y | +304.9% | -3.9% | +308.8% | +281.6% |
| 3Y | +448.6% | -11.0% | +459.6% | +354.7% |
| 5Y | +156.1% | -44.1% | +200.2% | +332.3% |
| All | +156.1% | -45.4% | +201.5% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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