+7,743.2%
SOXL vs W
+177.7%
+7,565.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.8% |
| 7D | +16.4% | +6.5% | +9.9% | +12.3% |
| 30D | -12.1% | -6.2% | -5.9% | -9.0% |
| 3M | -41.7% | +48.9% | -90.6% | -54.8% |
| 6M | +157.4% | +31.2% | +126.2% | +117.4% |
| YTD | +193.3% | -0.4% | +193.7% | +188.7% |
| 1Y | +355.3% | +14.8% | +340.5% | +298.1% |
| 3Y | +484.2% | +40.5% | +443.6% | +341.7% |
| 5Y | +182.7% | -62.1% | +244.8% | +260.1% |
| 10Y | +4,692.2% | +141.5% | +4,550.7% | +2,351.5% |
| All | +7,743.2% | +177.7% | +7,565.5% | +3,818.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded W 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling