+449.8%
SOXL vs SMR
+71.3%
+378.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.6% | -2.5% | -5.9% |
| 7D | +8.5% | +4.7% | +3.7% | +6.3% |
| 30D | -13.0% | +3.2% | -16.2% | -14.4% |
| 3M | -35.9% | +9.9% | -45.8% | -36.1% |
| 6M | +112.1% | -15.1% | +127.2% | +133.4% |
| YTD | +175.4% | -27.9% | +203.4% | +218.0% |
| 1Y | +304.9% | -70.2% | +375.1% | +492.7% |
| All | +449.8% | +71.3% | +378.5% | +414.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling