+4,921.3%
SOXL vs SPXL
+1,271.9%
+3,649.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +1.5% |
| 7D | +3.9% | -2.5% | +6.4% | +8.0% |
| 30D | -14.3% | -4.2% | -10.1% | -8.5% |
| 3M | -45.6% | +8.1% | -53.7% | -47.6% |
| 6M | +117.2% | +35.6% | +81.6% | +67.1% |
| YTD | +189.8% | +28.8% | +161.0% | +148.7% |
| 1Y | +317.7% | +39.8% | +277.9% | +240.3% |
| 3Y | +478.6% | +221.4% | +257.2% | +117.3% |
| 5Y | +169.5% | +146.9% | +22.6% | +109.2% |
| All | +4,921.3% | +1,271.9% | +3,649.4% | +534.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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