+304.9%
SOXL vs SLB
+60.6%
+244.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.2% | -6.6% |
| 7D | +8.5% | -2.4% | +10.9% | +10.6% |
| 30D | -13.0% | +4.9% | -17.8% | -16.5% |
| 3M | -35.9% | +1.4% | -37.3% | -36.5% |
| 6M | +112.1% | +17.6% | +94.4% | +94.2% |
| YTD | +175.4% | +48.3% | +127.1% | +114.1% |
| 1Y | +304.9% | +58.7% | +246.2% | +174.3% |
| All | +304.9% | +60.6% | +244.2% | +174.3% |
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 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