+20,415.5%
SOXL vs AA
+80.3%
+20,335.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +1.9% |
| 7D | +16.4% | +1.7% | +14.7% | +14.5% |
| 30D | -12.1% | +3.3% | -15.4% | -15.7% |
| 3M | -41.7% | -29.4% | -12.3% | -18.9% |
| 6M | +157.4% | -12.8% | +170.2% | +197.3% |
| YTD | +193.3% | -2.1% | +195.4% | +205.9% |
| 1Y | +355.3% | +62.8% | +292.6% | +200.5% |
| 3Y | +484.2% | +90.5% | +393.7% | +244.6% |
| 5Y | +182.7% | +19.1% | +163.6% | +124.7% |
| 10Y | +4,692.2% | +124.8% | +4,567.5% | +1,265.1% |
| All | +20,415.5% | +80.3% | +20,335.1% | +7,872.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling