-12.7%
SOXL vs SGOV
+3.1%
-15.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | 0.0% | -38.7% | -38.7% |
| 7D | -60.1% | -0.3% | -59.8% | -59.9% |
| 30D | -75.1% | 0.0% | -75.1% | -72.6% |
| 3M | -69.0% | +0.3% | -69.3% | -36.3% |
| 6M | -71.6% | +1.2% | -72.9% | +44.4% |
| YTD | -2.7% | +2.5% | -5.2% | +825.4% |
| 1Y | -12.7% | +3.1% | -15.7% | +758.0% |
| All | -12.7% | +3.1% | -15.8% | +758.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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