+4,671.5%
SOXL vs T
+71.7%
+4,599.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.6% | -9.6% | -8.9% |
| 7D | +8.5% | -2.4% | +10.9% | +9.7% |
| 30D | -13.0% | +4.3% | -17.2% | -15.8% |
| 3M | -35.9% | +11.6% | -47.5% | -42.6% |
| 6M | +112.1% | -5.6% | +117.6% | +109.5% |
| YTD | +175.4% | +6.6% | +168.9% | +141.6% |
| 1Y | +304.9% | -8.4% | +313.2% | +294.0% |
| 3Y | +448.6% | +107.8% | +340.7% | +92.6% |
| 5Y | +156.1% | +68.3% | +87.8% | +9.0% |
| All | +4,671.5% | +71.7% | +4,599.8% | +2,351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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