+9,636.4%
SOXL vs ARES
+1,181.8%
+8,454.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +6.5% |
| 7D | +16.4% | -0.3% | +16.7% | +16.5% |
| 30D | -12.1% | +1.3% | -13.4% | -14.5% |
| 3M | -41.7% | +10.4% | -52.1% | -50.4% |
| 6M | +157.4% | +29.0% | +128.4% | +73.3% |
| YTD | +193.3% | -12.2% | +205.5% | +217.9% |
| 1Y | +355.3% | -18.4% | +373.8% | +437.4% |
| 3Y | +484.2% | +43.2% | +441.0% | +313.8% |
| 5Y | +182.7% | +102.6% | +80.1% | +68.2% |
| 10Y | +4,692.2% | +1,029.6% | +3,662.6% | +799.9% |
| All | +9,636.4% | +1,181.8% | +8,454.6% | +1,446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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