+478.6%
SOXL vs SPYM
+77.4%
+401.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +0.1% |
| 7D | +3.9% | -0.8% | +4.7% | +9.0% |
| 30D | -14.3% | -1.1% | -13.2% | -8.4% |
| 3M | -45.6% | +3.9% | -49.5% | -51.8% |
| 6M | +117.2% | +13.6% | +103.6% | +34.9% |
| YTD | +189.8% | +12.7% | +177.1% | +97.6% |
| 1Y | +317.7% | +17.6% | +300.2% | +147.3% |
| 3Y | +478.6% | +77.2% | +401.4% | -25.0% |
| All | +478.6% | +77.4% | +401.2% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling