+19,418.6%
SOXL vs SLB
+33.3%
+19,385.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.7% |
| 7D | +5.3% | +0.8% | +4.5% | +4.2% |
| 30D | -11.2% | +15.8% | -27.0% | -25.5% |
| 3M | -55.4% | -0.3% | -55.0% | -56.2% |
| 6M | +107.1% | +21.3% | +85.8% | +66.8% |
| YTD | +179.0% | +52.3% | +126.7% | +74.6% |
| 1Y | +357.4% | +63.6% | +293.8% | +163.6% |
| 3Y | +397.5% | +3.8% | +393.7% | +391.0% |
| 5Y | +155.9% | +128.6% | +27.2% | -9.5% |
| 10Y | +4,301.6% | -3.1% | +4,304.6% | +4,242.8% |
| All | +19,418.6% | +33.3% | +19,385.3% | +14,070.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling