+4,671.5%
SOXL vs SPGI
+291.9%
+4,379.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.9% | -6.1% | -4.8% |
| 7D | +8.5% | -8.9% | +17.4% | +26.1% |
| 30D | -13.0% | +0.6% | -13.6% | -17.0% |
| 3M | -35.9% | +2.0% | -37.9% | -49.4% |
| 6M | +112.1% | +0.1% | +112.0% | +59.3% |
| YTD | +175.4% | -16.4% | +191.8% | +169.6% |
| 1Y | +304.9% | -18.9% | +323.8% | +291.0% |
| 3Y | +448.6% | +13.8% | +434.8% | +186.0% |
| 5Y | +156.1% | +0.5% | +155.6% | +119.0% |
| All | +4,671.5% | +291.9% | +4,379.6% | +509.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling