+4,921.3%
SOXL vs SFM
+271.4%
+4,649.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +5.0% |
| 7D | +3.9% | -10.6% | +14.5% | +7.7% |
| 30D | -14.3% | -15.5% | +1.2% | -9.9% |
| 3M | -45.6% | -17.4% | -28.2% | -43.2% |
| 6M | +117.2% | -3.4% | +120.6% | +108.1% |
| YTD | +189.8% | -8.7% | +198.5% | +178.3% |
| 1Y | +317.7% | -47.2% | +364.9% | +397.6% |
| 3Y | +478.6% | +82.7% | +395.9% | +305.2% |
| 5Y | +169.5% | +214.3% | -44.8% | +47.8% |
| All | +4,921.3% | +271.4% | +4,649.9% | +2,220.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling