+497.9%
SOXL vs SN
+368.4%
+129.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +5.8% |
| 7D | +18.4% | -3.4% | +21.7% | +22.6% |
| 30D | -3.2% | -9.1% | +5.9% | +6.8% |
| 3M | -37.6% | +31.8% | -69.4% | -55.7% |
| 6M | +136.1% | +52.0% | +84.0% | +43.1% |
| YTD | +199.5% | +51.3% | +148.2% | +83.4% |
| 1Y | +363.2% | +46.9% | +316.4% | +191.3% |
| All | +497.9% | +368.4% | +129.4% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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