+13,931.9%
SOXL vs AR
-27.2%
+13,959.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.1% |
| 7D | +5.3% | +2.5% | +2.8% | +4.2% |
| 30D | -11.2% | +14.8% | -26.0% | -16.4% |
| 3M | -55.4% | +6.2% | -61.6% | -57.2% |
| 6M | +107.1% | +4.3% | +102.8% | +95.5% |
| YTD | +179.0% | +14.4% | +164.7% | +150.7% |
| 1Y | +357.4% | +21.3% | +336.0% | +302.6% |
| 3Y | +397.5% | +39.8% | +357.7% | +335.8% |
| 5Y | +155.9% | +142.1% | +13.8% | +88.0% |
| 10Y | +4,301.6% | +52.0% | +4,249.5% | +3,167.3% |
| All | +13,931.9% | -27.2% | +13,959.1% | +13,814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling