+20,174.1%
SOXL vs XLF
+511.6%
+19,662.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +3.6% |
| 7D | +3.9% | -1.5% | +5.3% | +7.6% |
| 30D | -14.3% | -1.2% | -13.2% | -12.9% |
| 3M | -45.6% | +9.2% | -54.8% | -58.8% |
| 6M | +117.2% | +16.3% | +100.9% | +39.7% |
| YTD | +189.8% | +5.4% | +184.4% | +138.0% |
| 1Y | +317.7% | +7.6% | +310.1% | +228.6% |
| 3Y | +478.6% | +74.2% | +404.4% | +66.8% |
| 5Y | +169.5% | +66.1% | +103.4% | +23.8% |
| 10Y | +5,222.1% | +252.8% | +4,969.3% | +508.0% |
| All | +20,174.1% | +511.6% | +19,662.5% | +987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling