+4,921.3%
SOXL vs SOXS
-100.0%
+5,021.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.6% | +10.8% | +0.1% |
| 7D | +3.9% | -4.7% | +8.6% | +0.5% |
| 30D | -14.3% | +7.7% | -22.0% | -1.1% |
| 3M | -45.6% | -10.2% | -35.5% | -5.0% |
| 6M | +117.2% | -99.2% | +216.4% | -68.7% |
| YTD | +189.8% | -99.5% | +289.4% | -68.4% |
| 1Y | +317.7% | -99.8% | +417.5% | -68.1% |
| 3Y | +478.6% | -100.0% | +578.6% | -66.7% |
| 5Y | +169.5% | -100.0% | +269.5% | -69.1% |
| All | +4,921.3% | -100.0% | +5,021.3% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 SOXS 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