+243.2%
SOXL vs SMR
-14.3%
+257.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.7% | +20.9% | +11.2% |
| 7D | +3.9% | -11.2% | +15.1% | +7.4% |
| 30D | -14.3% | -10.2% | -4.1% | -12.0% |
| 3M | -45.6% | -10.0% | -35.6% | -42.2% |
| 6M | +117.2% | -30.5% | +147.6% | +155.5% |
| YTD | +189.8% | -39.2% | +229.1% | +255.0% |
| 1Y | +317.7% | -75.5% | +393.3% | +561.1% |
| 3Y | +478.6% | +45.4% | +433.2% | +413.0% |
| All | +243.2% | -14.3% | +257.5% | +277.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling