+19,165.6%
SOXL vs SPYG
+1,057.7%
+18,107.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -4.6% |
| 7D | +8.5% | -1.8% | +10.3% | +16.8% |
| 30D | -13.0% | -1.9% | -11.0% | -4.8% |
| 3M | -35.9% | +5.2% | -41.1% | -38.6% |
| 6M | +112.1% | +15.6% | +96.5% | +60.9% |
| YTD | +175.4% | +12.4% | +163.0% | +144.5% |
| 1Y | +304.9% | +17.5% | +287.4% | +232.5% |
| 3Y | +448.6% | +98.1% | +350.5% | +15.1% |
| 5Y | +156.1% | +84.9% | +71.2% | +39.1% |
| 10Y | +4,957.3% | +417.7% | +4,539.6% | +66.2% |
| All | +19,165.6% | +1,057.7% | +18,107.9% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling