+1,138.8%
SOXL vs SGOV
+20.3%
+1,118.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.5% |
| 7D | +3.9% | 0.0% | +3.8% | +4.6% |
| 30D | -14.3% | +0.3% | -14.6% | -10.3% |
| 3M | -45.6% | +0.9% | -46.6% | -38.6% |
| 6M | +117.2% | +1.8% | +115.3% | +165.4% |
| YTD | +189.8% | +2.5% | +187.3% | +270.3% |
| 1Y | +317.7% | +3.8% | +314.0% | +473.9% |
| 3Y | +478.6% | +14.4% | +464.2% | +680.7% |
| 5Y | +169.5% | +20.2% | +149.3% | +980.3% |
| All | +1,138.8% | +20.3% | +1,118.5% | +4,557.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling