+4,921.3%
SOXL vs SM
+23.0%
+4,898.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +3.9% | +4.6% | -0.7% | +2.3% |
| 30D | -14.3% | +18.2% | -32.5% | -19.3% |
| 3M | -45.6% | +22.5% | -68.1% | -51.0% |
| 6M | +117.2% | +50.6% | +66.6% | +74.8% |
| YTD | +189.8% | +108.1% | +81.7% | +104.3% |
| 1Y | +317.7% | +46.0% | +271.7% | +233.2% |
| 3Y | +478.6% | +2.9% | +475.8% | +442.8% |
| 5Y | +169.5% | +112.6% | +56.9% | +105.9% |
| All | +4,921.3% | +23.0% | +4,898.3% | +2,320.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling