+317.7%
SOXL vs SGOV
+3.8%
+314.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +8.0% |
| 7D | +3.9% | 0.0% | +3.8% | +11.3% |
| 30D | -14.3% | +0.3% | -14.6% | +34.7% |
| 3M | -45.6% | +0.9% | -46.6% | +97.0% |
| 6M | +117.2% | +1.8% | +115.3% | +2,008.1% |
| YTD | +189.8% | +2.5% | +187.3% | +5,536.4% |
| 1Y | +317.7% | +3.8% | +314.0% | +68,542.4% |
| All | +317.7% | +3.8% | +314.0% | +68,542.4% |
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