+357.4%
SOXL vs SNY
+2.0%
+355.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.1% | +9.8% |
| 7D | +5.3% | -1.3% | +6.6% | +4.8% |
| 30D | -11.2% | +3.4% | -14.6% | -10.0% |
| 3M | -55.4% | -0.3% | -55.0% | -54.7% |
| 6M | +107.1% | +1.0% | +106.1% | +109.3% |
| YTD | +179.0% | -3.6% | +182.7% | +189.3% |
| 1Y | +357.4% | +3.0% | +354.4% | +343.1% |
| All | +357.4% | +2.0% | +355.3% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling