+1,240.4%
SOXL vs SPOT
+216.9%
+1,023.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +4.6% |
| 7D | +3.9% | -3.1% | +6.9% | +6.6% |
| 30D | -14.3% | +7.4% | -21.7% | -22.1% |
| 3M | -45.6% | +8.2% | -53.8% | -53.7% |
| 6M | +117.2% | +2.2% | +115.0% | +85.2% |
| YTD | +189.8% | -9.5% | +199.3% | +160.6% |
| 1Y | +317.7% | -23.8% | +341.6% | +344.0% |
| 3Y | +478.6% | +233.5% | +245.2% | +28.9% |
| 5Y | +169.5% | +112.2% | +57.3% | -4.9% |
| All | +1,240.4% | +216.9% | +1,023.5% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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