+4,921.3%
SOXL vs WY
+7.6%
+4,913.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +4.8% |
| 7D | +3.9% | -4.2% | +8.0% | +10.3% |
| 30D | -14.3% | -10.1% | -4.2% | -1.3% |
| 3M | -45.6% | -8.5% | -37.1% | -42.2% |
| 6M | +117.2% | -3.3% | +120.5% | +114.0% |
| YTD | +189.8% | -4.4% | +194.2% | +181.5% |
| 1Y | +317.7% | -11.5% | +329.2% | +344.3% |
| 3Y | +478.6% | -24.3% | +502.9% | +678.5% |
| 5Y | +169.5% | -21.3% | +190.8% | +338.2% |
| All | +4,921.3% | +7.6% | +4,913.7% | +7,396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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