+20,848.2%
SOXL vs SM
+21.9%
+20,826.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +18.4% | -0.2% | +18.6% | +18.4% |
| 30D | -3.2% | +20.3% | -23.5% | -10.1% |
| 3M | -37.6% | +22.9% | -60.5% | -45.0% |
| 6M | +136.1% | +47.8% | +88.2% | +86.6% |
| YTD | +199.5% | +107.5% | +92.0% | +103.6% |
| 1Y | +363.2% | +51.7% | +311.5% | +254.1% |
| 3Y | +496.5% | -0.9% | +497.3% | +462.8% |
| 5Y | +184.8% | +112.2% | +72.6% | +104.0% |
| 10Y | +5,399.0% | +20.3% | +5,378.7% | +2,432.4% |
| All | +20,848.2% | +21.9% | +20,826.3% | +5,591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling