-4.8%
SOXL vs SM
+5.5%
-10.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.1% | -10.9% | -10.9% |
| 7D | +26.9% | +9.4% | +17.5% | +20.4% |
| 30D | -47.2% | -14.4% | -32.9% | -42.4% |
| 3M | -59.9% | +1.6% | -61.4% | -61.5% |
| 6M | -68.3% | +6.3% | -74.7% | -72.4% |
| YTD | +38.8% | +78.8% | -39.9% | -25.8% |
| 1Y | +48.8% | +83.1% | -34.3% | -22.8% |
| 3Y | +196.5% | -5.9% | +202.4% | +155.7% |
| All | -4.8% | +5.5% | -10.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling