+7,745.4%
SOXL vs AR
-28.5%
+7,774.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | +60.3% | +6.4% | +53.9% | +56.7% |
| 30D | -48.6% | +3.1% | -51.7% | -49.1% |
| 3M | -53.9% | +3.3% | -57.2% | -54.8% |
| 6M | -62.0% | +6.6% | -68.5% | -64.0% |
| YTD | +56.0% | +12.3% | +43.7% | +40.6% |
| 1Y | +50.0% | +12.3% | +37.7% | +35.4% |
| 3Y | +223.8% | +50.4% | +173.3% | +176.8% |
| 5Y | +6.7% | +101.0% | -94.3% | -16.7% |
| 10Y | +2,163.6% | +57.5% | +2,106.1% | +1,554.1% |
| All | +7,745.4% | -28.5% | +7,774.0% | +7,702.0% |
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