+162.3%
SOXL vs SPYG
+85.2%
+77.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +1.6% |
| 7D | +3.9% | -0.9% | +4.8% | +8.2% |
| 30D | -14.3% | -1.5% | -12.8% | -7.3% |
| 3M | -45.6% | +3.7% | -49.3% | -46.1% |
| 6M | +117.2% | +16.4% | +100.8% | +53.9% |
| YTD | +189.8% | +13.3% | +176.5% | +141.7% |
| 1Y | +317.7% | +17.9% | +299.9% | +225.1% |
| 3Y | +478.6% | +98.3% | +380.3% | +2.3% |
| All | +162.3% | +85.2% | +77.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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