+4,921.3%
SOXL vs SPYM
+325.3%
+4,596.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +1.4% |
| 7D | +3.9% | -0.8% | +4.7% | +7.7% |
| 30D | -14.3% | -1.1% | -13.2% | -9.7% |
| 3M | -45.6% | +3.9% | -49.5% | -49.6% |
| 6M | +117.2% | +13.6% | +103.6% | +55.8% |
| YTD | +189.8% | +12.7% | +177.1% | +125.1% |
| 1Y | +317.7% | +17.6% | +300.2% | +194.5% |
| 3Y | +478.6% | +77.2% | +401.4% | +34.8% |
| 5Y | +169.5% | +84.1% | +85.4% | +5.9% |
| All | +4,921.3% | +325.3% | +4,596.0% | +162.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling