+4,921.3%
SOXL vs A
+256.4%
+4,664.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.6% | +0.3% |
| 7D | +3.9% | -2.6% | +6.5% | +8.8% |
| 30D | -14.3% | -0.9% | -13.4% | -13.6% |
| 3M | -45.6% | +13.6% | -59.2% | -58.4% |
| 6M | +117.2% | +27.8% | +89.4% | +20.7% |
| YTD | +189.8% | +8.6% | +181.2% | +121.5% |
| 1Y | +317.7% | +16.9% | +300.9% | +172.0% |
| 3Y | +478.6% | +32.9% | +445.7% | +196.9% |
| 5Y | +169.5% | -14.1% | +183.6% | +326.0% |
| All | +4,921.3% | +256.4% | +4,664.9% | +1,082.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling