+4,921.3%
SOXL vs SLV
+224.3%
+4,697.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +4.4% |
| 7D | +3.9% | -2.8% | +6.7% | +6.4% |
| 30D | -14.3% | -1.6% | -12.7% | -12.9% |
| 3M | -45.6% | -4.4% | -41.2% | -42.7% |
| 6M | +117.2% | -25.4% | +142.6% | +185.1% |
| YTD | +189.8% | -9.8% | +199.6% | +196.2% |
| 1Y | +317.7% | +53.8% | +263.9% | +170.2% |
| 3Y | +478.6% | +174.7% | +304.0% | +141.7% |
| 5Y | +169.5% | +164.3% | +5.2% | +14.4% |
| All | +4,921.3% | +224.3% | +4,697.0% | +1,336.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling