+317.7%
SOXL vs SPG
+19.1%
+298.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.3% |
| 7D | +3.9% | -1.2% | +5.0% | +3.1% |
| 30D | -14.3% | -6.1% | -8.2% | -17.5% |
| 3M | -45.6% | -3.6% | -42.0% | -48.7% |
| 6M | +117.2% | +10.4% | +106.8% | +95.3% |
| YTD | +189.8% | +14.4% | +175.5% | +174.5% |
| 1Y | +317.7% | +16.5% | +301.2% | +293.2% |
| All | +317.7% | +19.1% | +298.7% | +293.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling