+357.4%
SOXL vs SGI
-17.2%
+374.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.4% |
| 7D | +5.3% | +8.5% | -3.2% | -2.3% |
| 30D | -11.2% | +0.7% | -11.9% | -12.4% |
| 3M | -55.4% | +0.6% | -56.0% | -55.1% |
| 6M | +107.1% | -17.9% | +125.1% | +133.6% |
| YTD | +179.0% | -21.2% | +200.2% | +221.7% |
| 1Y | +357.4% | -18.9% | +376.2% | +484.5% |
| All | +357.4% | -17.2% | +374.5% | +484.5% |
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