+82.0%
SPY vs SOXL
+155.8%
-73.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | +0.4% |
| 7D | -2.0% | +8.5% | -10.4% | -3.1% |
| 30D | -1.7% | -13.0% | +11.3% | -0.5% |
| 3M | +4.7% | -35.9% | +40.7% | +5.6% |
| 6M | +12.5% | +112.1% | -99.5% | -7.0% |
| YTD | +11.7% | +175.4% | -163.7% | -12.2% |
| 1Y | +17.5% | +304.9% | -287.4% | -14.3% |
| 3Y | +76.6% | +448.6% | -372.0% | +5.4% |
| 5Y | +82.0% | +156.1% | -74.1% | +2.6% |
| All | +82.0% | +155.8% | -73.8% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXL.
Daily Out/Under-Performance
Portfolio return minus SOXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXL 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 SOXL 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