+357.4%
SOXL vs AU
+100.5%
+256.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.2% | +11.8% |
| 7D | +5.3% | -3.6% | +9.0% | +8.4% |
| 30D | -11.2% | +23.9% | -35.1% | -28.2% |
| 3M | -55.4% | +19.1% | -74.4% | -61.9% |
| 6M | +107.1% | -0.2% | +107.3% | +101.4% |
| YTD | +179.0% | +32.5% | +146.6% | +125.6% |
| 1Y | +357.4% | +96.9% | +260.4% | +212.3% |
| All | +357.4% | +100.5% | +256.9% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling