+178.9%
SOXL vs B
+151.9%
+27.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +6.3% |
| 7D | +16.4% | +2.3% | +14.1% | +13.8% |
| 30D | -12.1% | +1.4% | -13.5% | -13.9% |
| 3M | -41.7% | +12.2% | -53.9% | -46.7% |
| 6M | +157.4% | -2.1% | +159.5% | +170.0% |
| YTD | +193.3% | +2.9% | +190.4% | +199.3% |
| 1Y | +355.3% | +55.3% | +300.0% | +257.0% |
| 3Y | +484.2% | +198.7% | +285.5% | +203.7% |
| All | +178.9% | +151.9% | +27.1% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling