-100.0%
SOXS vs SPXL
+141.8%
-241.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -1.1% |
| 7D | -4.7% | -2.5% | -2.2% | -9.0% |
| 30D | +7.7% | -4.2% | +12.0% | +0.2% |
| 3M | -10.2% | +8.1% | -18.3% | +21.7% |
| 6M | -99.2% | +35.6% | -134.8% | -96.8% |
| YTD | -99.5% | +28.8% | -128.3% | -98.1% |
| 1Y | -99.8% | +39.8% | -139.6% | -98.8% |
| 3Y | -100.0% | +221.4% | -321.4% | -98.8% |
| All | -100.0% | +141.8% | -241.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 5y: compounded portfolio wealth divided by compounded SPXL 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…
5y analysis · Full analysis span regression · 6 months rolling