+162.3%
SOXL vs SPG
+106.0%
+56.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.1% |
| 7D | +3.9% | -1.2% | +5.0% | +5.8% |
| 30D | -14.3% | -6.1% | -8.2% | -5.4% |
| 3M | -45.6% | -3.6% | -42.0% | -46.6% |
| 6M | +117.2% | +10.4% | +106.8% | +62.8% |
| YTD | +189.8% | +14.4% | +175.5% | +99.7% |
| 1Y | +317.7% | +16.5% | +301.2% | +168.7% |
| 3Y | +478.6% | +106.8% | +371.8% | +29.1% |
| All | +162.3% | +106.0% | +56.3% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling