+2,626.6%
SOXL vs SNAP
-76.3%
+2,702.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +3.7% |
| 7D | +3.9% | +3.8% | 0.0% | +1.5% |
| 30D | -14.3% | +9.2% | -23.5% | -19.6% |
| 3M | -45.6% | +6.6% | -52.2% | -48.9% |
| 6M | +117.2% | +16.9% | +100.3% | +93.7% |
| YTD | +189.8% | -29.6% | +219.5% | +236.3% |
| 1Y | +317.7% | -22.1% | +339.8% | +361.3% |
| 3Y | +478.6% | -39.8% | +518.5% | +593.2% |
| 5Y | +169.5% | -92.4% | +261.9% | +625.5% |
| All | +2,626.6% | -76.3% | +2,702.9% | +2,852.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling