+55.9%
SOXL vs AR
+14.7%
+41.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.3% | -2.5% | -12.3% |
| 7D | -37.9% | -11.1% | -26.8% | -42.0% |
| 30D | -59.4% | +7.9% | -67.3% | -56.9% |
| 3M | -52.3% | +4.9% | -57.2% | -49.5% |
| 6M | -47.7% | -5.3% | -42.4% | -44.7% |
| YTD | +58.8% | +8.6% | +50.1% | +62.3% |
| 1Y | +55.9% | +13.7% | +42.2% | +54.5% |
| All | +55.9% | +14.7% | +41.2% | +54.5% |
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