+478.6%
SOXL vs XHB
+23.1%
+455.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +2.2% |
| 7D | +3.9% | -4.6% | +8.5% | +13.6% |
| 30D | -14.3% | -9.1% | -5.2% | +2.6% |
| 3M | -45.6% | -8.6% | -37.1% | -35.4% |
| 6M | +117.2% | -4.0% | +121.2% | +148.9% |
| YTD | +189.8% | -3.9% | +193.8% | +225.0% |
| 1Y | +317.7% | -16.5% | +334.2% | +512.5% |
| 3Y | +478.6% | +22.6% | +456.1% | +343.5% |
| All | +478.6% | +23.1% | +455.6% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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