+2,659.1%
SOXL vs SNAP
-77.4%
+2,736.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | +16.4% | +1.5% | +14.9% | +15.0% |
| 30D | -12.1% | +1.9% | -14.0% | -14.5% |
| 3M | -41.7% | -3.9% | -37.8% | -41.9% |
| 6M | +157.4% | +5.2% | +152.2% | +143.0% |
| YTD | +193.3% | -32.7% | +226.0% | +249.4% |
| 1Y | +355.3% | -24.8% | +380.1% | +412.9% |
| 3Y | +484.2% | -42.2% | +526.3% | +616.7% |
| 5Y | +182.7% | -92.7% | +275.3% | +679.4% |
| All | +2,659.1% | -77.4% | +2,736.4% | +2,968.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling