+478.6%
SOXL vs SPXL
+221.9%
+256.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +0.3% |
| 7D | +3.9% | -2.5% | +6.4% | +9.4% |
| 30D | -14.3% | -4.2% | -10.1% | -6.7% |
| 3M | -45.6% | +8.1% | -53.7% | -49.2% |
| 6M | +117.2% | +35.6% | +81.6% | +48.4% |
| YTD | +189.8% | +28.8% | +161.0% | +126.0% |
| 1Y | +317.7% | +39.8% | +277.9% | +199.9% |
| 3Y | +478.6% | +221.4% | +257.2% | +43.5% |
| All | +478.6% | +221.9% | +256.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling