+43.9%
SOXL vs AS
+134.9%
-91.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.5% | +12.0% | +12.0% |
| 7D | -40.3% | +6.9% | -47.3% | -43.9% |
| 30D | -71.1% | +16.0% | -87.1% | -75.0% |
| 3M | -65.2% | -12.8% | -52.4% | -61.3% |
| 6M | -72.3% | -15.4% | -56.9% | -68.6% |
| YTD | +9.4% | -15.7% | +25.2% | +26.8% |
| 1Y | +7.0% | +6.1% | +0.9% | +0.4% |
| All | +43.9% | +134.9% | -91.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling