+497.9%
SOXL vs B
+198.4%
+299.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.1% |
| 7D | +18.4% | +1.0% | +17.3% | +16.7% |
| 30D | -3.2% | +9.5% | -12.7% | -12.2% |
| 3M | -37.6% | +14.3% | -51.9% | -44.9% |
| 6M | +136.1% | -1.9% | +137.9% | +145.5% |
| YTD | +199.5% | +4.1% | +195.4% | +200.2% |
| 1Y | +363.2% | +56.1% | +307.1% | +248.6% |
| All | +497.9% | +198.4% | +299.5% | +209.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling