+4,671.5%
SOXL vs SIMO
+557.5%
+4,114.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.5% | -3.5% | -2.9% |
| 7D | +8.5% | +12.5% | -4.1% | -5.1% |
| 30D | -13.0% | +18.4% | -31.4% | -29.1% |
| 3M | -35.9% | +5.6% | -41.5% | -35.9% |
| 6M | +112.1% | +116.9% | -4.9% | -18.8% |
| YTD | +175.4% | +188.4% | -13.0% | -30.2% |
| 1Y | +304.9% | +221.3% | +83.6% | -5.4% |
| 3Y | +448.6% | +438.6% | +10.0% | -11.6% |
| 5Y | +156.1% | +287.9% | -131.8% | -45.3% |
| All | +4,671.5% | +557.5% | +4,114.0% | +499.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling