+156.1%
SOXL vs ALL
+113.6%
+42.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -8.0% |
| 7D | +8.5% | -4.3% | +12.8% | +8.6% |
| 30D | -13.0% | -3.6% | -9.4% | -12.9% |
| 3M | -35.9% | +13.2% | -49.1% | -38.6% |
| 6M | +112.1% | +22.5% | +89.6% | +94.8% |
| YTD | +175.4% | +22.7% | +152.7% | +149.8% |
| 1Y | +304.9% | +28.3% | +276.6% | +254.9% |
| 3Y | +448.6% | +152.0% | +296.5% | +181.1% |
| 5Y | +156.1% | +115.4% | +40.7% | +66.9% |
| All | +156.1% | +113.6% | +42.5% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling