+4,671.5%
SOXL vs SLB
-4.7%
+4,676.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.2% | -6.4% |
| 7D | +8.5% | -2.4% | +10.9% | +11.0% |
| 30D | -13.0% | +4.9% | -17.8% | -17.3% |
| 3M | -35.9% | +1.4% | -37.3% | -39.0% |
| 6M | +112.1% | +17.6% | +94.4% | +81.9% |
| YTD | +175.4% | +48.3% | +127.1% | +90.1% |
| 1Y | +304.9% | +58.7% | +246.2% | +161.8% |
| 3Y | +448.6% | +0.6% | +448.0% | +461.7% |
| 5Y | +156.1% | +133.6% | +22.5% | +11.3% |
| All | +4,671.5% | -4.7% | +4,676.2% | +4,091.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling