+357.4%
SOXL vs XBI
+75.8%
+281.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.5% |
| 7D | +5.3% | +0.9% | +4.5% | +3.5% |
| 30D | -11.2% | +7.1% | -18.3% | -23.8% |
| 3M | -55.4% | +22.9% | -78.3% | -69.5% |
| 6M | +107.1% | +29.7% | +77.4% | +29.5% |
| YTD | +179.0% | +34.5% | +144.6% | +65.1% |
| 1Y | +357.4% | +76.1% | +281.3% | +79.3% |
| All | +357.4% | +75.8% | +281.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling