+4,921.3%
SOXL vs AME
+445.1%
+4,476.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +2.0% | -2.7% |
| 7D | +3.9% | +1.7% | +2.1% | -0.3% |
| 30D | -14.3% | -6.4% | -7.9% | +1.5% |
| 3M | -45.6% | +7.1% | -52.7% | -49.2% |
| 6M | +117.2% | +8.2% | +109.0% | +113.8% |
| YTD | +189.8% | +18.2% | +171.7% | +138.1% |
| 1Y | +317.7% | +26.7% | +291.0% | +188.8% |
| 3Y | +478.6% | +60.7% | +417.9% | +171.5% |
| 5Y | +169.5% | +91.6% | +77.9% | +16.3% |
| All | +4,921.3% | +445.1% | +4,476.2% | +843.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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