+761.6%
SOXL vs SITM
+4,789.7%
-4,028.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.5% | -0.3% | +0.5% |
| 7D | +3.9% | +3.9% | 0.0% | +0.2% |
| 30D | -14.3% | -6.6% | -7.7% | -8.8% |
| 3M | -45.6% | -11.9% | -33.7% | -36.3% |
| 6M | +117.2% | +81.1% | +36.1% | +39.0% |
| YTD | +189.8% | +80.0% | +109.9% | +82.4% |
| 1Y | +317.7% | +145.8% | +171.9% | +94.5% |
| 3Y | +478.6% | +475.9% | +2.7% | +38.7% |
| 5Y | +169.5% | +189.2% | -19.7% | +22.6% |
| All | +761.6% | +4,789.7% | -4,028.1% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling