+4,921.3%
SOXL vs SGI
+270.1%
+4,651.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.3% |
| 7D | +3.9% | -4.5% | +8.3% | +8.6% |
| 30D | -14.3% | +4.2% | -18.5% | -18.4% |
| 3M | -45.6% | -7.4% | -38.2% | -42.3% |
| 6M | +117.2% | -15.1% | +132.2% | +157.2% |
| YTD | +189.8% | -24.7% | +214.5% | +280.3% |
| 1Y | +317.7% | -21.8% | +339.5% | +418.3% |
| 3Y | +478.6% | +50.0% | +428.6% | +328.7% |
| 5Y | +169.5% | +48.9% | +120.6% | +122.6% |
| All | +4,921.3% | +270.1% | +4,651.2% | +1,912.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling