+20,848.2%
SOXL vs XPO
+9,765.5%
+11,082.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +4.6% |
| 7D | +18.4% | -0.9% | +19.3% | +19.2% |
| 30D | -3.2% | -8.1% | +4.9% | +4.6% |
| 3M | -37.6% | -19.0% | -18.5% | -24.5% |
| 6M | +136.1% | -5.2% | +141.2% | +156.9% |
| YTD | +199.5% | +35.6% | +163.9% | +143.8% |
| 1Y | +363.2% | +41.1% | +322.1% | +259.9% |
| 3Y | +496.5% | +157.9% | +338.6% | +207.8% |
| 5Y | +184.8% | +265.6% | -80.8% | +28.2% |
| 10Y | +5,399.0% | +1,516.8% | +3,882.2% | +1,224.7% |
| All | +20,848.2% | +9,765.5% | +11,082.6% | +2,549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling