+196.5%
SOXL vs SLB
+4.7%
+191.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.5% | -12.5% | -12.9% |
| 7D | +26.9% | +3.5% | +23.4% | +21.9% |
| 30D | -47.2% | +6.5% | -53.8% | -49.4% |
| 3M | -59.9% | -0.2% | -59.6% | -58.8% |
| 6M | -68.3% | -5.7% | -62.6% | -65.3% |
| YTD | +38.8% | +36.8% | +2.0% | -9.0% |
| 1Y | +48.8% | +45.8% | +3.0% | -11.4% |
| 3Y | +196.5% | +3.4% | +193.1% | +164.7% |
| All | +196.5% | +4.7% | +191.8% | +164.7% |
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