+55.9%
SOXL vs SMR
-87.0%
+142.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.5% | -4.3% | -5.3% |
| 7D | -37.9% | -9.5% | -28.4% | -31.9% |
| 30D | -59.4% | -33.2% | -26.2% | -43.4% |
| 3M | -52.3% | -45.9% | -6.4% | -25.8% |
| 6M | -47.7% | -57.9% | +10.2% | +5.1% |
| YTD | +58.8% | -63.8% | +122.5% | +226.0% |
| 1Y | +55.9% | -85.6% | +141.5% | +528.1% |
| All | +55.9% | -87.0% | +142.9% | +528.1% |
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