+4,921.3%
SOXL vs SPG
+64.5%
+4,856.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +3.9% | -1.2% | +5.0% | +4.9% |
| 30D | -14.3% | -6.1% | -8.2% | -9.5% |
| 3M | -45.6% | -3.6% | -42.0% | -45.8% |
| 6M | +117.2% | +10.4% | +106.8% | +89.2% |
| YTD | +189.8% | +14.4% | +175.5% | +142.8% |
| 1Y | +317.7% | +16.5% | +301.2% | +239.2% |
| 3Y | +478.6% | +106.8% | +371.8% | +206.4% |
| 5Y | +169.5% | +108.9% | +60.6% | +64.9% |
| All | +4,921.3% | +64.5% | +4,856.8% | +3,702.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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