+497.9%
SOXL vs SO
+44.4%
+453.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +1.2% |
| 7D | +18.4% | 0.0% | +18.3% | +18.4% |
| 30D | -3.2% | -2.5% | -0.7% | -6.1% |
| 3M | -37.6% | -4.2% | -33.4% | -39.3% |
| 6M | +136.1% | -7.7% | +143.7% | +124.1% |
| YTD | +199.5% | +3.8% | +195.7% | +220.3% |
| 1Y | +363.2% | +0.1% | +363.2% | +381.9% |
| All | +497.9% | +44.4% | +453.4% | +620.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling