+357.4%
SOXL vs SPGI
-12.7%
+370.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.4% | +8.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.7% |
| 30D | -11.2% | +8.4% | -19.6% | -3.1% |
| 3M | -55.4% | +11.8% | -67.2% | -47.6% |
| 6M | +107.1% | +5.7% | +101.4% | +142.3% |
| YTD | +179.0% | -9.7% | +188.7% | +225.2% |
| 1Y | +357.4% | -12.5% | +369.8% | +431.0% |
| All | +357.4% | -12.7% | +370.1% | +431.0% |
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