+285.5%
SOXL vs AS
+114.1%
+171.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +8.0% | +7.8% |
| 7D | +16.4% | -2.6% | +19.0% | +19.2% |
| 30D | -12.1% | -22.1% | +10.0% | +9.3% |
| 3M | -41.7% | -15.3% | -26.4% | -34.0% |
| 6M | +157.4% | -15.6% | +173.0% | +200.9% |
| YTD | +193.3% | -23.2% | +216.5% | +272.5% |
| 1Y | +355.3% | -21.7% | +377.0% | +470.1% |
| All | +285.5% | +114.1% | +171.4% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling