+357.4%
SOXL vs AUR
+11.8%
+345.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.6% |
| 7D | +5.3% | +8.7% | -3.4% | -3.6% |
| 30D | -11.2% | -5.2% | -6.0% | -7.1% |
| 3M | -55.4% | -7.3% | -48.0% | -49.8% |
| 6M | +107.1% | +41.2% | +65.9% | +56.9% |
| YTD | +179.0% | +65.1% | +113.9% | +79.6% |
| 1Y | +357.4% | +13.4% | +343.9% | +326.3% |
| All | +357.4% | +11.8% | +345.5% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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