+357.4%
SOXL vs SM
+36.8%
+320.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +13.0% | +8.9% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | -11.2% | +25.6% | -36.8% | -4.0% |
| 3M | -55.4% | +8.0% | -63.4% | -51.5% |
| 6M | +107.1% | +50.8% | +56.3% | +121.2% |
| YTD | +179.0% | +97.9% | +81.2% | +185.4% |
| 1Y | +357.4% | +33.8% | +323.6% | +459.7% |
| All | +357.4% | +36.8% | +320.6% | +459.7% |
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