+55.9%
SOXL vs SITM
+47.5%
+8.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.4% | +0.5% | +0.4% |
| 7D | -37.9% | -19.5% | -18.3% | -21.5% |
| 30D | -59.4% | -43.2% | -16.2% | -27.5% |
| 3M | -52.3% | -30.8% | -21.5% | -31.3% |
| 6M | -47.7% | -28.6% | -19.1% | -14.8% |
| YTD | +58.8% | +14.2% | +44.6% | +88.7% |
| 1Y | +55.9% | +44.4% | +11.5% | +72.8% |
| All | +55.9% | +47.5% | +8.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling