+478.6%
SOXL vs SHEL
+70.5%
+408.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.4% |
| 7D | +3.9% | +4.1% | -0.2% | -0.3% |
| 30D | -14.3% | +8.4% | -22.7% | -21.4% |
| 3M | -45.6% | +13.7% | -59.3% | -53.9% |
| 6M | +117.2% | +12.7% | +104.5% | +80.8% |
| YTD | +189.8% | +35.3% | +154.5% | +79.8% |
| 1Y | +317.7% | +39.4% | +278.4% | +147.5% |
| 3Y | +478.6% | +71.5% | +407.2% | +186.4% |
| All | +478.6% | +70.5% | +408.1% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling