+55.9%
SOXL vs B
+27.8%
+28.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.3% | -17.1% | -19.0% |
| 7D | -37.9% | +1.1% | -39.0% | -39.2% |
| 30D | -59.4% | +0.3% | -59.7% | -59.5% |
| 3M | -52.3% | +5.4% | -57.7% | -57.1% |
| 6M | -47.7% | +5.5% | -53.2% | -48.8% |
| YTD | +58.8% | -6.3% | +65.1% | +71.0% |
| 1Y | +55.9% | +29.4% | +26.5% | +5.0% |
| All | +55.9% | +27.8% | +28.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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