+478.6%
SOXL vs XPO
+151.0%
+327.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -5.7% | +9.5% | +10.2% |
| 30D | -14.3% | -12.8% | -1.5% | -0.1% |
| 3M | -45.6% | -20.0% | -25.6% | -30.6% |
| 6M | +117.2% | -6.0% | +123.2% | +142.9% |
| YTD | +189.8% | +34.0% | +155.8% | +124.3% |
| 1Y | +317.7% | +35.6% | +282.2% | +212.0% |
| 3Y | +478.6% | +152.3% | +326.3% | +213.1% |
| All | +478.6% | +151.0% | +327.7% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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