+317.7%
SOXL vs ALL
+29.5%
+288.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +6.9% |
| 7D | +3.9% | -2.3% | +6.1% | -1.4% |
| 30D | -14.3% | -0.4% | -13.9% | -14.0% |
| 3M | -45.6% | +16.0% | -61.6% | -18.3% |
| 6M | +117.2% | +24.6% | +92.6% | +276.1% |
| YTD | +189.8% | +23.7% | +166.2% | +403.7% |
| 1Y | +317.7% | +27.7% | +290.0% | +685.5% |
| All | +317.7% | +29.5% | +288.2% | +685.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling