+4,921.3%
SOXL vs SO
+159.0%
+4,762.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.6% |
| 7D | +3.9% | -1.1% | +4.9% | +4.6% |
| 30D | -14.3% | -5.0% | -9.3% | -11.6% |
| 3M | -45.6% | -5.8% | -39.8% | -44.7% |
| 6M | +117.2% | -7.9% | +125.1% | +120.9% |
| YTD | +189.8% | +2.4% | +187.4% | +170.3% |
| 1Y | +317.7% | -2.3% | +320.0% | +297.2% |
| 3Y | +478.6% | +41.9% | +436.7% | +243.7% |
| 5Y | +169.5% | +58.1% | +111.4% | +41.2% |
| All | +4,921.3% | +159.0% | +4,762.3% | +2,237.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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