+4,921.3%
SOXL vs AR
+41.9%
+4,879.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.1% | +6.0% |
| 7D | +3.9% | -2.5% | +6.4% | +4.8% |
| 30D | -14.3% | +2.5% | -16.8% | -15.5% |
| 3M | -45.6% | +12.3% | -57.9% | -49.1% |
| 6M | +117.2% | -3.1% | +120.3% | +111.3% |
| YTD | +189.8% | +11.5% | +178.3% | +162.6% |
| 1Y | +317.7% | +17.0% | +300.7% | +272.5% |
| 3Y | +478.6% | +47.3% | +431.3% | +398.5% |
| 5Y | +169.5% | +141.2% | +28.3% | +101.3% |
| All | +4,921.3% | +41.9% | +4,879.4% | +4,277.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling