+4,921.3%
SOXL vs XYL
+150.5%
+4,770.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.5% |
| 7D | +3.9% | +1.2% | +2.7% | +1.7% |
| 30D | -14.3% | -11.9% | -2.4% | +8.2% |
| 3M | -45.6% | -1.5% | -44.1% | -47.7% |
| 6M | +117.2% | -11.9% | +129.1% | +167.8% |
| YTD | +189.8% | -20.6% | +210.4% | +324.9% |
| 1Y | +317.7% | -23.5% | +341.3% | +575.8% |
| 3Y | +478.6% | +14.9% | +463.8% | +407.2% |
| 5Y | +169.5% | -15.3% | +184.8% | +397.6% |
| All | +4,921.3% | +150.5% | +4,770.8% | +2,828.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling