+357.4%
SOXL vs AA
+63.2%
+294.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +12.0% |
| 7D | +5.3% | -0.7% | +6.0% | +5.6% |
| 30D | -11.2% | +5.0% | -16.2% | -16.9% |
| 3M | -55.4% | -35.8% | -19.5% | -30.3% |
| 6M | +107.1% | -18.4% | +125.5% | +158.1% |
| YTD | +179.0% | -5.5% | +184.5% | +200.0% |
| 1Y | +357.4% | +61.0% | +296.4% | +252.0% |
| All | +357.4% | +63.2% | +294.2% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling