+351.4%
SOXL vs SN
+476.8%
-125.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +5.1% |
| 7D | +18.4% | -3.4% | +21.7% | +21.8% |
| 30D | -3.2% | -9.1% | +5.9% | +5.0% |
| 3M | -37.6% | +31.8% | -69.4% | -52.5% |
| 6M | +136.1% | +52.0% | +84.0% | +58.8% |
| YTD | +199.5% | +51.3% | +148.2% | +103.8% |
| 1Y | +363.2% | +46.9% | +316.4% | +222.3% |
| 3Y | +496.5% | +394.9% | +101.5% | +210.3% |
| All | +351.4% | +476.8% | -125.4% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling