+317.7%
SOXL vs SGI
-21.0%
+338.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.4% |
| 7D | +3.9% | -4.5% | +8.3% | +8.3% |
| 30D | -14.3% | +4.2% | -18.5% | -18.0% |
| 3M | -45.6% | -7.4% | -38.2% | -41.6% |
| 6M | +117.2% | -15.1% | +132.2% | +145.9% |
| YTD | +189.8% | -24.7% | +214.5% | +248.0% |
| 1Y | +317.7% | -21.8% | +339.5% | +460.4% |
| All | +317.7% | -21.0% | +338.7% | +460.4% |
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