+449.8%
SOXL vs AA
+73.4%
+376.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.8% | -3.2% | -3.2% |
| 7D | +8.5% | -5.4% | +13.8% | +14.6% |
| 30D | -13.0% | -10.7% | -2.3% | -3.2% |
| 3M | -35.9% | -26.2% | -9.7% | -12.8% |
| 6M | +112.1% | -20.9% | +133.0% | +171.8% |
| YTD | +175.4% | -8.6% | +184.1% | +206.0% |
| 1Y | +304.9% | +57.4% | +247.5% | +161.6% |
| All | +449.8% | +73.4% | +376.5% | +255.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling