+55.9%
SOXL vs SFM
-35.8%
+91.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.6% | -12.4% | -7.1% |
| 7D | -37.9% | -12.3% | -25.6% | -39.3% |
| 30D | -59.4% | -16.2% | -43.2% | -60.9% |
| 3M | -52.3% | -36.8% | -15.5% | -59.3% |
| 6M | -47.7% | -32.6% | -15.1% | -52.3% |
| YTD | +58.8% | -31.7% | +90.5% | +51.7% |
| 1Y | +55.9% | -35.0% | +90.9% | +50.3% |
| All | +55.9% | -35.8% | +91.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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