+20,848.2%
SOXL vs SGI
+838.5%
+20,009.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.7% |
| 7D | +18.4% | +0.6% | +17.7% | +17.7% |
| 30D | -3.2% | +5.5% | -8.7% | -8.4% |
| 3M | -37.6% | -3.6% | -34.0% | -35.9% |
| 6M | +136.1% | -15.0% | +151.1% | +174.2% |
| YTD | +199.5% | -23.0% | +222.5% | +274.6% |
| 1Y | +363.2% | -18.4% | +381.6% | +443.8% |
| 3Y | +496.5% | +57.8% | +438.7% | +348.3% |
| 5Y | +184.8% | +51.5% | +133.4% | +150.4% |
| 10Y | +5,399.0% | +275.2% | +5,123.8% | +2,415.7% |
| All | +20,848.2% | +838.5% | +20,009.6% | +3,186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling