+162.3%
SOXL vs AFL
+133.8%
+28.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.6% |
| 7D | +3.9% | -1.6% | +5.5% | +5.3% |
| 30D | -14.3% | -4.0% | -10.3% | -11.5% |
| 3M | -45.6% | -0.5% | -45.1% | -48.1% |
| 6M | +117.2% | +6.5% | +110.7% | +84.9% |
| YTD | +189.8% | +6.2% | +183.7% | +143.8% |
| 1Y | +317.7% | +8.3% | +309.5% | +231.9% |
| 3Y | +478.6% | +62.5% | +416.1% | +118.2% |
| All | +162.3% | +133.8% | +28.5% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling