+690.5%
SOXL vs SNOW
+34.3%
+656.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.4% |
| 7D | +3.9% | -2.4% | +6.3% | +5.6% |
| 30D | -14.3% | -1.0% | -13.3% | -15.3% |
| 3M | -45.6% | +36.9% | -82.5% | -58.4% |
| 6M | +117.2% | +83.4% | +33.8% | +14.5% |
| YTD | +189.8% | +50.0% | +139.9% | +77.6% |
| 1Y | +317.7% | +46.5% | +271.2% | +166.1% |
| 3Y | +478.6% | +93.3% | +385.3% | +183.2% |
| 5Y | +169.5% | +3.3% | +166.2% | +104.6% |
| All | +690.5% | +34.3% | +656.2% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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