+162.3%
SOXL vs SNY
+9.4%
+152.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +3.9% | -3.3% | +7.2% | +5.1% |
| 30D | -14.3% | -2.2% | -12.2% | -13.9% |
| 3M | -45.6% | -3.0% | -42.6% | -46.0% |
| 6M | +117.2% | +2.7% | +114.4% | +108.1% |
| YTD | +189.8% | -6.8% | +196.7% | +191.5% |
| 1Y | +317.7% | -5.3% | +323.0% | +315.0% |
| 3Y | +478.6% | -9.8% | +488.4% | +478.2% |
| All | +162.3% | +9.4% | +152.8% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling