+20,848.2%
SOXL vs XHB
+586.0%
+20,262.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +5.4% |
| 7D | +18.4% | -1.9% | +20.3% | +22.8% |
| 30D | -3.2% | -8.3% | +5.1% | +15.2% |
| 3M | -37.6% | -7.1% | -30.4% | -26.3% |
| 6M | +136.1% | -5.3% | +141.3% | +179.5% |
| YTD | +199.5% | -3.2% | +202.7% | +231.6% |
| 1Y | +363.2% | -13.9% | +377.1% | +549.3% |
| 3Y | +496.5% | +24.9% | +471.6% | +316.5% |
| 5Y | +184.8% | +34.5% | +150.3% | +148.5% |
| 10Y | +5,399.0% | +215.5% | +5,183.5% | +1,236.7% |
| All | +20,848.2% | +586.0% | +20,262.2% | +1,529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling