+9,612.4%
SOXL vs SO
+490.6%
+9,121.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.2% | -12.2% | -11.9% |
| 7D | +26.9% | +1.4% | +25.5% | +25.7% |
| 30D | -47.2% | +4.7% | -52.0% | -50.0% |
| 3M | -59.9% | +1.7% | -61.5% | -61.2% |
| 6M | -68.3% | +2.2% | -70.5% | -70.6% |
| YTD | +38.8% | +10.0% | +28.9% | +18.5% |
| 1Y | +48.8% | +6.0% | +42.8% | +30.4% |
| 3Y | +196.5% | +54.1% | +142.4% | +51.9% |
| 5Y | -5.0% | +79.6% | -84.7% | -59.9% |
| 10Y | +1,914.5% | +195.5% | +1,719.0% | +419.9% |
| All | +9,612.4% | +490.6% | +9,121.8% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling