+20,415.5%
SOXL vs ALL
+1,063.2%
+19,352.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +7.9% |
| 7D | +16.4% | -1.7% | +18.1% | +18.3% |
| 30D | -12.1% | -4.7% | -7.4% | -8.8% |
| 3M | -41.7% | +18.4% | -60.1% | -58.8% |
| 6M | +157.4% | +20.5% | +136.9% | +65.5% |
| YTD | +193.3% | +23.5% | +169.7% | +75.1% |
| 1Y | +355.3% | +29.0% | +326.4% | +146.1% |
| 3Y | +484.2% | +153.7% | +330.4% | -10.8% |
| 5Y | +182.7% | +114.8% | +67.9% | -50.2% |
| 10Y | +4,692.2% | +356.1% | +4,336.1% | +158.8% |
| All | +20,415.5% | +1,063.2% | +19,352.2% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling