+55.9%
SOXL vs SHEL
+43.6%
+12.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.2% | -6.6% | -9.7% |
| 7D | -37.9% | -3.2% | -34.7% | -38.5% |
| 30D | -59.4% | +5.5% | -64.9% | -58.6% |
| 3M | -52.3% | +14.4% | -66.7% | -50.6% |
| 6M | -47.7% | +16.2% | -63.8% | -43.4% |
| YTD | +58.8% | +42.4% | +16.3% | +37.4% |
| 1Y | +55.9% | +43.3% | +12.6% | +35.9% |
| All | +55.9% | +43.6% | +12.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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