+357.4%
SOXL vs AR
+22.7%
+334.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +9.7% |
| 7D | +5.3% | +2.5% | +2.8% | +6.2% |
| 30D | -11.2% | +14.8% | -26.0% | -7.4% |
| 3M | -55.4% | +6.2% | -61.6% | -53.2% |
| 6M | +107.1% | +4.3% | +102.8% | +110.6% |
| YTD | +179.0% | +14.4% | +164.7% | +167.0% |
| 1Y | +357.4% | +21.3% | +336.0% | +345.1% |
| All | +357.4% | +22.7% | +334.7% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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