+15,435.0%
SOXL vs SFM
+117.5%
+15,317.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +7.5% |
| 7D | +16.4% | -5.8% | +22.2% | +18.8% |
| 30D | -12.1% | -11.4% | -0.8% | -8.7% |
| 3M | -41.7% | -12.2% | -29.5% | -40.2% |
| 6M | +157.4% | -5.2% | +162.6% | +148.0% |
| YTD | +193.3% | -4.5% | +197.8% | +176.1% |
| 1Y | +355.3% | -45.4% | +400.7% | +437.9% |
| 3Y | +484.2% | +91.1% | +393.1% | +291.2% |
| 5Y | +182.7% | +226.8% | -44.1% | +45.0% |
| 10Y | +4,692.2% | +291.9% | +4,400.3% | +1,903.2% |
| All | +15,435.0% | +117.5% | +15,317.6% | +9,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling