+162.3%
SOXL vs SPXS
-86.0%
+248.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.7% | +0.9% |
| 7D | +3.9% | +2.5% | +1.4% | +8.8% |
| 30D | -14.3% | +4.2% | -18.5% | -6.9% |
| 3M | -45.6% | -9.3% | -36.3% | -47.2% |
| 6M | +117.2% | -30.7% | +147.9% | +63.9% |
| YTD | +189.8% | -28.1% | +217.9% | +150.9% |
| 1Y | +317.7% | -35.1% | +352.8% | +247.8% |
| 3Y | +478.6% | -79.6% | +558.2% | +127.5% |
| All | +162.3% | -86.0% | +248.3% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling