+4,921.3%
SOXL vs AFL
+303.3%
+4,618.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.4% |
| 7D | +3.9% | -1.6% | +5.5% | +5.9% |
| 30D | -14.3% | -4.0% | -10.3% | -10.6% |
| 3M | -45.6% | -0.5% | -45.1% | -48.5% |
| 6M | +117.2% | +6.5% | +110.7% | +81.0% |
| YTD | +189.8% | +6.2% | +183.7% | +138.5% |
| 1Y | +317.7% | +8.3% | +309.5% | +224.3% |
| 3Y | +478.6% | +62.5% | +416.1% | +133.7% |
| 5Y | +169.5% | +136.2% | +33.3% | -30.5% |
| All | +4,921.3% | +303.3% | +4,618.0% | +967.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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