+4,921.3%
SOXL vs SPY
+322.5%
+4,598.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +1.4% |
| 7D | +3.9% | -0.8% | +4.6% | +7.6% |
| 30D | -14.3% | -1.1% | -13.2% | -9.8% |
| 3M | -45.6% | +3.9% | -49.5% | -49.5% |
| 6M | +117.2% | +13.6% | +103.6% | +55.7% |
| YTD | +189.8% | +12.7% | +177.2% | +125.2% |
| 1Y | +317.7% | +17.5% | +300.2% | +194.5% |
| 3Y | +478.6% | +76.9% | +401.7% | +33.3% |
| 5Y | +169.5% | +83.6% | +85.9% | +5.3% |
| All | +4,921.3% | +322.5% | +4,598.8% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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