+55.9%
SOXL vs SM
+70.4%
-14.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -15.3% | +6.5% | -15.3% |
| 7D | -37.9% | -21.5% | -16.4% | -44.5% |
| 30D | -59.4% | -11.4% | -48.0% | -60.9% |
| 3M | -52.3% | +0.6% | -52.9% | -50.3% |
| 6M | -47.7% | +0.2% | -47.9% | -41.8% |
| YTD | +58.8% | +69.7% | -10.9% | +93.5% |
| 1Y | +55.9% | +71.6% | -15.7% | +96.0% |
| All | +55.9% | +70.4% | -14.5% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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