+317.7%
SOXL vs AUR
+17.8%
+300.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.7% | +3.7% |
| 7D | +3.9% | +1.4% | +2.5% | +2.8% |
| 30D | -14.3% | -6.4% | -7.9% | -9.0% |
| 3M | -45.6% | +7.7% | -53.3% | -47.1% |
| 6M | +117.2% | +44.5% | +72.7% | +60.5% |
| YTD | +189.8% | +67.4% | +122.4% | +81.6% |
| 1Y | +317.7% | +15.4% | +302.3% | +295.8% |
| All | +317.7% | +17.8% | +300.0% | +295.8% |
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