+449.8%
SOXL vs SPGI
+13.8%
+436.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.9% | -6.1% | -7.1% |
| 7D | +8.5% | -8.9% | +17.4% | +13.2% |
| 30D | -13.0% | +0.6% | -13.6% | -14.3% |
| 3M | -35.9% | +2.0% | -37.9% | -40.7% |
| 6M | +112.1% | +0.1% | +112.0% | +92.8% |
| YTD | +175.4% | -16.4% | +191.8% | +211.2% |
| 1Y | +304.9% | -18.9% | +323.8% | +362.5% |
| All | +449.8% | +13.8% | +436.1% | +264.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling