+20,415.5%
SOXL vs SPY
+794.8%
+19,620.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +7.5% |
| 7D | +16.4% | +0.5% | +15.8% | +13.2% |
| 30D | -12.1% | -0.9% | -11.2% | -8.3% |
| 3M | -41.7% | +3.9% | -45.6% | -44.8% |
| 6M | +157.4% | +14.5% | +142.9% | +82.5% |
| YTD | +193.3% | +12.9% | +180.4% | +129.8% |
| 1Y | +355.3% | +19.4% | +336.0% | +208.3% |
| 3Y | +484.2% | +78.5% | +405.7% | +42.5% |
| 5Y | +182.7% | +81.8% | +100.9% | +26.3% |
| 10Y | +4,692.2% | +311.5% | +4,380.7% | +178.4% |
| All | +20,415.5% | +794.8% | +19,620.7% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling