+4,921.3%
SOXL vs AU
+699.0%
+4,222.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.1% |
| 7D | +3.9% | -4.3% | +8.1% | +5.4% |
| 30D | -14.3% | +7.3% | -21.6% | -16.6% |
| 3M | -45.6% | +26.3% | -71.9% | -49.8% |
| 6M | +117.2% | +1.8% | +115.4% | +118.6% |
| YTD | +189.8% | +26.8% | +163.0% | +176.6% |
| 1Y | +317.7% | +66.7% | +251.1% | +273.3% |
| 3Y | +478.6% | +579.1% | -100.4% | +261.6% |
| 5Y | +169.5% | +689.3% | -519.8% | +60.4% |
| All | +4,921.3% | +699.0% | +4,222.3% | +3,472.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling