+233.2%
SOXL vs D
+73.0%
+160.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -1.2% |
| 7D | +60.3% | -3.1% | +63.4% | +57.9% |
| 30D | -48.6% | +8.4% | -57.0% | -45.7% |
| 3M | -53.9% | +0.2% | -54.1% | -52.6% |
| 6M | -62.0% | +9.5% | -71.5% | -59.6% |
| YTD | +56.0% | +18.8% | +37.2% | +69.5% |
| 1Y | +50.0% | +14.7% | +35.3% | +62.2% |
| All | +233.2% | +73.0% | +160.2% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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