+196.5%
SOXL vs SNAP
-53.6%
+250.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.8% | -11.8% | -11.5% |
| 7D | +26.9% | +6.0% | +20.8% | +22.7% |
| 30D | -47.2% | -13.8% | -33.5% | -39.2% |
| 3M | -59.9% | -0.8% | -59.1% | -59.0% |
| 6M | -68.3% | -6.2% | -62.1% | -66.9% |
| YTD | +38.8% | -34.8% | +73.7% | +82.0% |
| 1Y | +48.8% | -38.7% | +87.5% | +103.8% |
| 3Y | +196.5% | -53.5% | +250.0% | +255.7% |
| All | +196.5% | -53.6% | +250.1% | +255.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling