+5,721.7%
SOXX vs SPXL
+7,537.4%
-1,815.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +0.7% |
| 7D | +1.4% | -2.5% | +3.9% | +2.6% |
| 30D | -3.6% | -4.2% | +0.7% | -1.7% |
| 3M | -10.2% | +8.1% | -18.3% | -13.0% |
| 6M | +54.2% | +35.6% | +18.6% | +35.2% |
| YTD | +75.2% | +28.8% | +46.4% | +57.2% |
| 1Y | +107.5% | +39.8% | +67.7% | +79.6% |
| 3Y | +226.8% | +221.4% | +5.4% | +91.8% |
| 5Y | +251.2% | +146.9% | +104.3% | +118.3% |
| 10Y | +1,567.6% | +1,255.8% | +311.9% | +332.5% |
| All | +5,721.7% | +7,537.4% | -1,815.7% | +448.3% |
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