+55.9%
SOXL vs SGI
-10.7%
+66.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.8% | -15.6% | -13.3% |
| 7D | -37.9% | +12.1% | -49.9% | -43.3% |
| 30D | -59.4% | +12.1% | -71.5% | -63.7% |
| 3M | -52.3% | +0.4% | -52.7% | -53.5% |
| 6M | -47.7% | -4.0% | -43.7% | -46.1% |
| YTD | +58.8% | -21.2% | +80.0% | +80.1% |
| 1Y | +55.9% | -12.1% | +68.0% | +78.2% |
| All | +55.9% | -10.7% | +66.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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