+184.8%
SOXL vs AR
+148.2%
+36.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +18.4% | -1.2% | +19.5% | +19.1% |
| 30D | -3.2% | +5.5% | -8.7% | -6.8% |
| 3M | -37.6% | +12.9% | -50.5% | -44.5% |
| 6M | +136.1% | +0.1% | +136.0% | +120.4% |
| YTD | +199.5% | +13.5% | +186.0% | +149.5% |
| 1Y | +363.2% | +21.6% | +341.7% | +267.8% |
| 3Y | +496.5% | +46.0% | +450.5% | +352.5% |
| 5Y | +184.8% | +143.7% | +41.1% | +77.1% |
| All | +184.8% | +148.2% | +36.6% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling