+4,921.3%
SOXL vs XYZ
+610.4%
+4,310.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +3.9% | -4.3% | +8.2% | +8.1% |
| 30D | -14.3% | +1.2% | -15.5% | -16.0% |
| 3M | -45.6% | +14.6% | -60.3% | -54.2% |
| 6M | +117.2% | +22.6% | +94.6% | +75.8% |
| YTD | +189.8% | +21.7% | +168.1% | +123.6% |
| 1Y | +317.7% | +6.7% | +311.0% | +268.0% |
| 3Y | +478.6% | +46.8% | +431.8% | +255.8% |
| 5Y | +169.5% | -68.0% | +237.6% | +653.6% |
| All | +4,921.3% | +610.4% | +4,310.9% | +1,555.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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