+6,964.5%
SOXL vs XYZ
+606.0%
+6,358.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -7.6% |
| 7D | +8.5% | -5.2% | +13.6% | +13.6% |
| 30D | -13.0% | 0.0% | -13.0% | -13.7% |
| 3M | -35.9% | +18.7% | -54.6% | -47.1% |
| 6M | +112.1% | +20.5% | +91.5% | +76.0% |
| YTD | +175.4% | +21.5% | +153.9% | +115.8% |
| 1Y | +304.9% | +7.2% | +297.7% | +258.5% |
| 3Y | +448.6% | +49.0% | +399.6% | +246.2% |
| 5Y | +156.1% | -68.1% | +224.2% | +588.0% |
| 10Y | +4,957.3% | +601.6% | +4,355.7% | +1,997.3% |
| All | +6,964.5% | +606.0% | +6,358.5% | +2,520.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling