+196.5%
SOXL vs SIMO
+221.6%
-25.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -5.6% | -5.4% | -4.0% |
| 7D | +26.9% | +4.1% | +22.8% | +23.0% |
| 30D | -47.2% | -24.0% | -23.3% | -17.5% |
| 3M | -59.9% | -31.8% | -28.1% | -29.4% |
| 6M | -68.3% | -36.9% | -31.4% | -30.5% |
| YTD | +38.8% | +84.8% | -46.0% | -48.2% |
| 1Y | +48.8% | +99.0% | -50.2% | -50.1% |
| 3Y | +196.5% | +217.9% | -21.4% | -46.3% |
| All | +196.5% | +221.6% | -25.1% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling