+304.9%
SOXL vs AR
+22.8%
+282.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.2% | -8.0% |
| 7D | +8.5% | -1.3% | +9.8% | +8.0% |
| 30D | -13.0% | +3.5% | -16.5% | -11.7% |
| 3M | -35.9% | +9.9% | -45.8% | -33.0% |
| 6M | +112.1% | +4.5% | +107.5% | +114.9% |
| YTD | +175.4% | +13.7% | +161.8% | +163.4% |
| 1Y | +304.9% | +19.2% | +285.6% | +291.9% |
| All | +304.9% | +22.8% | +282.0% | +291.9% |
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