-100.0%
SOXS vs SPXL
+6,502.0%
-6,602.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +5.4% |
| 7D | -9.4% | -6.0% | -3.4% | -17.4% |
| 30D | +6.2% | -5.8% | +11.9% | -2.1% |
| 3M | -28.0% | +10.9% | -38.9% | -2.2% |
| 6M | -99.2% | +31.9% | -131.1% | -97.5% |
| YTD | -99.5% | +25.8% | -125.2% | -98.5% |
| 1Y | -99.7% | +39.8% | -139.5% | -99.0% |
| 3Y | -100.0% | +219.9% | -319.8% | -99.3% |
| 5Y | -100.0% | +141.1% | -241.1% | -99.7% |
| 10Y | -100.0% | +1,223.7% | -1,323.7% | -100.0% |
| All | -100.0% | +6,502.0% | -6,602.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling