+484.2%
SOXL vs SLB
+1.7%
+482.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.9% |
| 7D | +16.4% | +0.4% | +16.0% | +15.7% |
| 30D | -12.1% | +13.6% | -25.7% | -25.8% |
| 3M | -41.7% | +1.5% | -43.2% | -44.9% |
| 6M | +157.4% | +23.0% | +134.4% | +98.8% |
| YTD | +193.3% | +51.2% | +142.1% | +71.1% |
| 1Y | +355.3% | +63.5% | +291.9% | +136.5% |
| 3Y | +484.2% | +2.5% | +481.6% | +326.4% |
| All | +484.2% | +1.7% | +482.4% | +326.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling