+2,202.2%
SOXL vs SLB
-14.0%
+2,216.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +60.3% | +2.6% | +57.8% | +57.4% |
| 30D | -48.6% | +4.4% | -53.0% | -49.2% |
| 3M | -53.9% | -2.7% | -51.1% | -51.6% |
| 6M | -62.0% | -7.5% | -54.4% | -58.5% |
| YTD | +56.0% | +34.8% | +21.2% | +20.8% |
| 1Y | +50.0% | +44.6% | +5.4% | +8.6% |
| 3Y | +223.8% | +3.2% | +220.6% | +239.4% |
| 5Y | +6.7% | +73.6% | -66.9% | -36.6% |
| All | +2,202.2% | -14.0% | +2,216.2% | +2,281.3% |
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