+497.9%
SOXL vs SIMO
+469.0%
+28.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | -0.4% |
| 7D | +18.4% | +14.5% | +3.8% | +0.3% |
| 30D | -3.2% | +20.4% | -23.6% | -24.0% |
| 3M | -37.6% | +7.1% | -44.7% | -38.7% |
| 6M | +136.1% | +129.2% | +6.8% | -22.9% |
| YTD | +199.5% | +201.9% | -2.5% | -45.3% |
| 1Y | +363.2% | +235.5% | +127.7% | -27.0% |
| All | +497.9% | +469.0% | +28.9% | -52.9% |
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