+36.7%
SOXL vs COMP
-49.2%
+85.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +5.7% | +16.6% | +19.5% |
| 7D | -17.6% | +14.5% | -32.1% | -21.1% |
| 30D | -59.8% | +14.9% | -74.7% | -61.9% |
| 3M | -59.9% | -14.2% | -45.7% | -56.8% |
| 6M | -68.2% | +23.7% | -92.0% | -71.7% |
| YTD | +33.8% | +2.1% | +31.7% | +28.2% |
| 1Y | +34.7% | +26.2% | +8.5% | +16.4% |
| 3Y | +211.0% | +470.9% | -259.9% | +11.0% |
| 5Y | -8.6% | -14.0% | +5.5% | -28.8% |
| All | +36.7% | -49.2% | +85.9% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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