+162.3%
SOXL vs ADSK
-25.3%
+187.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.7% |
| 7D | +3.9% | -2.5% | +6.4% | +6.6% |
| 30D | -14.3% | -14.9% | +0.6% | +1.9% |
| 3M | -45.6% | +3.3% | -48.9% | -59.2% |
| 6M | +117.2% | -15.7% | +132.8% | +95.7% |
| YTD | +189.8% | -28.2% | +218.1% | +226.9% |
| 1Y | +317.7% | -34.5% | +352.3% | +469.8% |
| 3Y | +478.6% | -2.9% | +481.5% | +328.6% |
| All | +162.3% | -25.3% | +187.6% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 5y: compounded portfolio wealth divided by compounded ADSK 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…
5y analysis · Full analysis span regression · 6 months rolling