-10.3%
SOXL vs SNDQ
-94.6%
+84.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +10.1% | -27.1% | -11.6% |
| 7D | -13.8% | +22.9% | -36.7% | -2.4% |
| 30D | -30.2% | -2.4% | -27.8% | -25.3% |
| 3M | -56.9% | -61.2% | +4.3% | -40.2% |
| All | -10.3% | -94.6% | +84.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling