+478.6%
SOXL vs XBI
+99.0%
+379.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.9% |
| 7D | +3.9% | -4.6% | +8.5% | +13.1% |
| 30D | -14.3% | -2.0% | -12.3% | -13.3% |
| 3M | -45.6% | +17.8% | -63.4% | -60.4% |
| 6M | +117.2% | +23.7% | +93.5% | +50.9% |
| YTD | +189.8% | +28.2% | +161.6% | +90.0% |
| 1Y | +317.7% | +64.0% | +253.8% | +77.6% |
| 3Y | +478.6% | +99.4% | +379.2% | +85.9% |
| All | +478.6% | +99.0% | +379.7% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling