+196.5%
SOXL vs SPGI
+30.0%
+166.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.1% | -12.1% | -11.3% |
| 7D | +26.9% | +1.2% | +25.6% | +26.5% |
| 30D | -47.2% | +15.9% | -63.2% | -49.6% |
| 3M | -59.9% | +12.3% | -72.2% | -61.6% |
| 6M | -68.3% | +23.7% | -92.0% | -73.7% |
| YTD | +38.8% | -3.5% | +42.4% | +51.0% |
| 1Y | +48.8% | +0.4% | +48.4% | +49.7% |
| 3Y | +196.5% | +29.9% | +166.6% | +52.2% |
| All | +196.5% | +30.0% | +166.5% | +52.2% |
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