+254.6%
SOXL vs SMR
+7.6%
+247.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +3.4% |
| 7D | +18.4% | +13.1% | +5.3% | +12.5% |
| 30D | -3.2% | +17.8% | -20.9% | -9.7% |
| 3M | -37.6% | +8.1% | -45.7% | -37.5% |
| 6M | +136.1% | -11.1% | +147.2% | +155.4% |
| YTD | +199.5% | -23.7% | +223.2% | +239.3% |
| 1Y | +363.2% | -69.4% | +432.6% | +578.7% |
| 3Y | +496.5% | +82.6% | +413.9% | +389.2% |
| All | +254.6% | +7.6% | +247.0% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling