+106.6%
SOXL vs AS
+131.9%
-25.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -2.4% | +20.2% | +20.0% |
| 7D | -1.0% | -3.0% | +2.1% | +3.2% |
| 30D | -48.6% | +9.6% | -58.1% | -53.0% |
| 3M | -50.3% | -8.2% | -42.1% | -47.2% |
| 6M | -65.3% | -9.9% | -55.4% | -62.8% |
| YTD | +57.2% | -16.8% | +74.0% | +84.2% |
| 1Y | +58.0% | +3.0% | +55.1% | +52.3% |
| All | +106.6% | +131.9% | -25.3% | +25.7% |
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