+178.5%
SOXL vs T
+63.8%
+114.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +1.7% |
| 7D | +18.4% | -3.1% | +21.4% | +17.6% |
| 30D | -3.2% | +4.6% | -7.8% | -2.1% |
| 3M | -37.6% | +12.2% | -49.8% | -35.4% |
| 6M | +136.1% | -6.5% | +142.5% | +143.1% |
| YTD | +199.5% | +4.9% | +194.6% | +205.5% |
| 1Y | +363.2% | -10.5% | +373.7% | +382.0% |
| 3Y | +496.5% | +104.6% | +391.9% | +325.0% |
| All | +178.5% | +63.8% | +114.6% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling