+317.7%
SOXL vs SLB
+59.4%
+258.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +3.9% | -2.5% | +6.4% | +6.0% |
| 30D | -14.3% | +7.1% | -21.4% | -19.1% |
| 3M | -45.6% | +0.6% | -46.2% | -45.7% |
| 6M | +117.2% | +17.6% | +99.6% | +98.9% |
| YTD | +189.8% | +48.5% | +141.4% | +125.0% |
| 1Y | +317.7% | +59.4% | +258.3% | +185.2% |
| All | +317.7% | +59.4% | +258.3% | +185.2% |
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