-68.3%
SOXL vs T
-9.9%
-58.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | 0.0% | -11.0% | -11.0% |
| 7D | +26.9% | +2.5% | +24.3% | +31.4% |
| 30D | -47.2% | -3.8% | -43.5% | -48.2% |
| 3M | -59.9% | -8.7% | -51.1% | -62.7% |
| 6M | -68.3% | -8.1% | -60.2% | -61.9% |
| All | -68.3% | -9.9% | -58.4% | -61.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling