+20,415.5%
SOXL vs A
+596.4%
+19,819.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +9.8% |
| 7D | +16.4% | -2.1% | +18.4% | +20.3% |
| 30D | -12.1% | +0.6% | -12.7% | -14.2% |
| 3M | -41.7% | +10.9% | -52.6% | -52.9% |
| 6M | +157.4% | +28.2% | +129.2% | +49.5% |
| YTD | +193.3% | +8.6% | +184.7% | +129.4% |
| 1Y | +355.3% | +15.5% | +339.8% | +214.5% |
| 3Y | +484.2% | +31.8% | +452.4% | +240.7% |
| 5Y | +182.7% | -14.9% | +197.5% | +352.9% |
| 10Y | +4,692.2% | +237.8% | +4,454.4% | +1,115.6% |
| All | +20,415.5% | +596.4% | +19,819.1% | +2,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling