+19,418.6%
SOXL vs SO
+456.0%
+18,962.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.5% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | -11.2% | -4.6% | -6.6% | -7.9% |
| 3M | -55.4% | -3.0% | -52.3% | -55.9% |
| 6M | +107.1% | -8.3% | +115.4% | +112.1% |
| YTD | +179.0% | +3.5% | +175.5% | +154.8% |
| 1Y | +357.4% | -0.9% | +358.3% | +326.1% |
| 3Y | +397.5% | +45.4% | +352.1% | +170.8% |
| 5Y | +155.9% | +59.6% | +96.3% | +23.2% |
| 10Y | +4,301.6% | +156.6% | +4,145.0% | +1,258.9% |
| All | +19,418.6% | +456.0% | +18,962.6% | +616.7% |
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