+19,165.6%
SOXL vs SHEL
+280.0%
+18,885.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.4% | -8.5% |
| 7D | +8.5% | +3.9% | +4.5% | +3.3% |
| 30D | -13.0% | +7.0% | -19.9% | -20.7% |
| 3M | -35.9% | +12.5% | -48.4% | -47.6% |
| 6M | +112.1% | +14.8% | +97.3% | +65.1% |
| YTD | +175.4% | +34.2% | +141.2% | +72.3% |
| 1Y | +304.9% | +37.0% | +267.9% | +147.1% |
| 3Y | +448.6% | +70.9% | +377.7% | +162.9% |
| 5Y | +156.1% | +192.5% | -36.4% | -43.0% |
| 10Y | +4,957.3% | +208.5% | +4,748.8% | +954.1% |
| All | +19,165.6% | +280.0% | +18,885.6% | +2,305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling