+20,415.5%
SOXL vs T
+328.5%
+20,087.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.4% |
| 7D | +16.4% | -1.5% | +17.9% | +17.8% |
| 30D | -12.1% | +7.6% | -19.7% | -18.8% |
| 3M | -41.7% | +15.3% | -57.0% | -52.6% |
| 6M | +157.4% | -8.5% | +165.9% | +155.7% |
| YTD | +193.3% | +6.8% | +186.5% | +139.7% |
| 1Y | +355.3% | -7.2% | +362.6% | +321.6% |
| 3Y | +484.2% | +108.2% | +375.9% | +48.4% |
| 5Y | +182.7% | +66.1% | +116.6% | -10.5% |
| 10Y | +4,692.2% | +65.3% | +4,626.9% | +1,612.6% |
| All | +20,415.5% | +328.5% | +20,087.0% | +540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling