+293.2%
SOXL vs AUR
-35.7%
+328.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.7% | +4.4% |
| 7D | +3.9% | +1.4% | +2.5% | +3.3% |
| 30D | -14.3% | -6.4% | -7.9% | -11.4% |
| 3M | -45.6% | +7.7% | -53.3% | -46.0% |
| 6M | +117.2% | +44.5% | +72.7% | +89.5% |
| YTD | +189.8% | +67.4% | +122.4% | +136.4% |
| 1Y | +317.7% | +15.4% | +302.3% | +309.0% |
| 3Y | +478.6% | +94.8% | +383.8% | +263.5% |
| 5Y | +169.5% | -35.1% | +204.6% | +96.8% |
| All | +293.2% | -35.7% | +328.9% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling