+357.4%
SOXL vs SLB
+68.3%
+289.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.7% |
| 7D | +5.3% | +0.8% | +4.5% | +4.7% |
| 30D | -11.2% | +15.8% | -27.0% | -22.1% |
| 3M | -55.4% | -0.3% | -55.0% | -53.4% |
| 6M | +107.1% | +21.3% | +85.8% | +85.4% |
| YTD | +179.0% | +52.3% | +126.7% | +112.5% |
| 1Y | +357.4% | +63.6% | +293.8% | +205.7% |
| All | +357.4% | +68.3% | +289.0% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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