+55.9%
SOXL vs SPGI
+3.2%
+52.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -4.9% |
| 7D | -37.9% | +7.2% | -45.1% | -32.0% |
| 30D | -59.4% | +23.2% | -82.6% | -48.2% |
| 3M | -52.3% | +17.0% | -69.3% | -41.4% |
| 6M | -47.7% | +20.4% | -68.1% | -30.4% |
| YTD | +58.8% | -1.9% | +60.7% | +129.6% |
| 1Y | +55.9% | +2.9% | +53.0% | +144.0% |
| All | +55.9% | +3.2% | +52.7% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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