+317.7%
SOXL vs SPGI
-19.0%
+336.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.3% |
| 7D | +3.9% | -7.4% | +11.3% | -3.6% |
| 30D | -14.3% | +0.4% | -14.7% | -13.3% |
| 3M | -45.6% | +5.3% | -50.9% | -40.5% |
| 6M | +117.2% | +1.7% | +115.5% | +137.9% |
| YTD | +189.8% | -16.4% | +206.2% | +213.8% |
| 1Y | +317.7% | -20.5% | +338.2% | +325.9% |
| All | +317.7% | -19.0% | +336.8% | +325.9% |
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