+357.4%
SOXL vs SMR
-76.3%
+433.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.2% |
| 7D | +5.3% | +4.4% | +0.9% | +2.1% |
| 30D | -11.2% | +3.4% | -14.6% | -14.0% |
| 3M | -55.4% | -19.2% | -36.2% | -46.0% |
| 6M | +107.1% | -22.6% | +129.8% | +151.4% |
| YTD | +179.0% | -31.5% | +210.6% | +254.4% |
| 1Y | +357.4% | -73.1% | +430.4% | +769.3% |
| All | +357.4% | -76.3% | +433.6% | +769.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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