+317.7%
SOXL vs SM
+48.5%
+269.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.2% |
| 7D | +3.9% | +4.6% | -0.7% | +5.3% |
| 30D | -14.3% | +18.2% | -32.5% | -9.4% |
| 3M | -45.6% | +22.5% | -68.1% | -39.2% |
| 6M | +117.2% | +50.6% | +66.6% | +138.8% |
| YTD | +189.8% | +108.1% | +81.7% | +202.5% |
| 1Y | +317.7% | +46.0% | +271.7% | +417.5% |
| All | +317.7% | +48.5% | +269.2% | +417.5% |
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