+26,689.5%
SOXL vs XYL
+459.9%
+26,229.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +4.0% |
| 7D | +18.4% | +0.8% | +17.5% | +16.1% |
| 30D | -3.2% | -10.8% | +7.7% | +17.7% |
| 3M | -37.6% | -2.5% | -35.0% | -38.0% |
| 6M | +136.1% | -12.2% | +148.2% | +189.8% |
| YTD | +199.5% | -20.1% | +219.6% | +326.0% |
| 1Y | +363.2% | -20.6% | +383.9% | +583.6% |
| 3Y | +496.5% | +17.3% | +479.1% | +420.0% |
| 5Y | +184.8% | -14.5% | +199.3% | +420.2% |
| 10Y | +5,399.0% | +150.2% | +5,248.8% | +2,564.0% |
| All | +26,689.5% | +459.9% | +26,229.6% | +4,853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling