-68.3%
SOXL vs SPGI
+19.9%
-88.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.1% | -12.1% | -8.6% |
| 7D | +26.9% | +1.2% | +25.6% | +30.1% |
| 30D | -47.2% | +15.9% | -63.2% | -25.1% |
| 3M | -59.9% | +12.3% | -72.2% | -45.0% |
| 6M | -68.3% | +23.7% | -92.0% | -28.3% |
| All | -68.3% | +19.9% | -88.2% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling