+162.3%
SOXL vs XLF
+65.0%
+97.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +3.2% |
| 7D | +3.9% | -1.5% | +5.3% | +8.4% |
| 30D | -14.3% | -1.2% | -13.2% | -12.8% |
| 3M | -45.6% | +9.2% | -54.8% | -61.5% |
| 6M | +117.2% | +16.3% | +100.9% | +24.3% |
| YTD | +189.8% | +5.4% | +184.4% | +124.7% |
| 1Y | +317.7% | +7.6% | +310.1% | +204.6% |
| 3Y | +478.6% | +74.2% | +404.4% | +2.9% |
| All | +162.3% | +65.0% | +97.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 5y: compounded portfolio wealth divided by compounded XLF 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…
5y analysis · Full analysis span regression · 6 months rolling