+4,921.3%
SOXL vs AA
+122.9%
+4,798.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -3.4% | +7.3% | +7.1% |
| 30D | -14.3% | -5.8% | -8.5% | -9.9% |
| 3M | -45.6% | -29.9% | -15.7% | -26.3% |
| 6M | +117.2% | -27.0% | +144.2% | +190.1% |
| YTD | +189.8% | -8.7% | +198.6% | +222.4% |
| 1Y | +317.7% | +50.6% | +267.1% | +209.7% |
| 3Y | +478.6% | +74.1% | +404.6% | +299.3% |
| 5Y | +169.5% | +2.6% | +166.9% | +163.5% |
| All | +4,921.3% | +122.9% | +4,798.4% | +2,272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling