+20,415.5%
SOXL vs SPG
+464.9%
+19,950.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +3.9% |
| 7D | +16.4% | 0.0% | +16.4% | +16.3% |
| 30D | -12.1% | -4.9% | -7.2% | -7.4% |
| 3M | -41.7% | +3.3% | -45.0% | -46.2% |
| 6M | +157.4% | +11.2% | +146.2% | +117.7% |
| YTD | +193.3% | +17.1% | +176.2% | +133.1% |
| 1Y | +355.3% | +21.6% | +333.8% | +241.6% |
| 3Y | +484.2% | +111.9% | +372.3% | +167.5% |
| 5Y | +182.7% | +106.9% | +75.7% | +57.9% |
| 10Y | +4,692.2% | +62.2% | +4,630.0% | +3,771.3% |
| All | +20,415.5% | +464.9% | +19,950.6% | +1,851.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling