+357.4%
SOXL vs SHEL
+32.9%
+324.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.9% |
| 7D | +5.3% | +2.2% | +3.1% | +5.4% |
| 30D | -11.2% | +6.8% | -18.0% | -11.3% |
| 3M | -55.4% | +8.1% | -63.5% | -54.1% |
| 6M | +107.1% | +14.4% | +92.7% | +94.0% |
| YTD | +179.0% | +30.0% | +149.1% | +127.3% |
| 1Y | +357.4% | +33.3% | +324.0% | +274.4% |
| All | +357.4% | +32.9% | +324.5% | +274.4% |
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