+357.4%
SOXL vs SGOV
+3.8%
+353.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +15.4% |
| 7D | +5.3% | +0.1% | +5.2% | +18.9% |
| 30D | -11.2% | +0.3% | -11.5% | +42.9% |
| 3M | -55.4% | +1.0% | -56.3% | +61.1% |
| 6M | +107.1% | +1.9% | +105.3% | +1,825.9% |
| YTD | +179.0% | +2.5% | +176.6% | +4,475.3% |
| 1Y | +357.4% | +3.8% | +353.6% | +43,541.5% |
| All | +357.4% | +3.8% | +353.5% | +43,541.5% |
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