+342.1%
SOXL vs SN
+496.6%
-154.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.2% |
| 7D | +16.4% | +0.1% | +16.3% | +16.2% |
| 30D | -12.1% | -5.6% | -6.5% | -7.7% |
| 3M | -41.7% | +48.1% | -89.8% | -60.5% |
| 6M | +157.4% | +57.6% | +99.8% | +67.9% |
| YTD | +193.3% | +56.5% | +136.8% | +93.9% |
| 1Y | +355.3% | +52.6% | +302.8% | +206.7% |
| 3Y | +484.2% | +412.0% | +72.2% | +195.3% |
| All | +342.1% | +496.6% | -154.6% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling