+357.4%
SOXL vs SPYM
+20.9%
+336.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +12.7% |
| 7D | +5.3% | +0.1% | +5.2% | +3.8% |
| 30D | -11.2% | +0.1% | -11.3% | -11.7% |
| 3M | -55.4% | +2.0% | -57.4% | -54.3% |
| 6M | +107.1% | +13.1% | +94.1% | +19.9% |
| YTD | +179.0% | +13.6% | +165.4% | +61.1% |
| 1Y | +357.4% | +20.1% | +337.3% | +129.1% |
| All | +357.4% | +20.9% | +336.4% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling