+789.0%
SPY vs SOXL
+20,990.2%
-20,201.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -1.3% |
| 7D | +0.5% | +16.4% | -15.8% | -1.8% |
| 30D | -0.9% | -12.1% | +11.2% | +0.3% |
| 3M | +3.9% | -41.7% | +45.6% | +6.4% |
| 6M | +14.5% | +157.4% | -142.9% | -11.2% |
| YTD | +12.9% | +193.3% | -180.4% | -15.6% |
| 1Y | +19.4% | +355.3% | -336.0% | -19.0% |
| 3Y | +78.5% | +484.2% | -405.7% | -2.1% |
| 5Y | +81.8% | +182.7% | -100.9% | -5.7% |
| 10Y | +311.5% | +4,692.2% | -4,380.7% | -4.9% |
| All | +789.0% | +20,990.2% | -20,201.2% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling