+184.8%
SOXL vs SIMO
+312.7%
-127.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | -0.2% |
| 7D | +18.4% | +14.5% | +3.8% | +1.7% |
| 30D | -3.2% | +20.4% | -23.6% | -22.3% |
| 3M | -37.6% | +7.1% | -44.7% | -38.1% |
| 6M | +136.1% | +129.2% | +6.8% | -9.3% |
| YTD | +199.5% | +201.9% | -2.5% | -23.9% |
| 1Y | +363.2% | +235.5% | +127.7% | +8.4% |
| 3Y | +496.5% | +463.8% | +32.6% | -3.9% |
| 5Y | +184.8% | +306.7% | -121.9% | -26.7% |
| All | +184.8% | +312.7% | -127.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling