+357.4%
SOXL vs SITM
+174.8%
+182.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.5% | +3.3% | +3.9% |
| 7D | +5.3% | +9.7% | -4.4% | -3.0% |
| 30D | -11.2% | +12.7% | -23.9% | -24.1% |
| 3M | -55.4% | -13.4% | -41.9% | -44.7% |
| 6M | +107.1% | +59.6% | +47.5% | +58.8% |
| YTD | +179.0% | +73.3% | +105.7% | +102.4% |
| 1Y | +357.4% | +165.5% | +191.8% | +197.4% |
| All | +357.4% | +174.8% | +182.6% | +197.4% |
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