+2,136.1%
SOXL vs IR
+271.1%
+1,865.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.6% |
| 7D | +3.9% | -4.5% | +8.4% | +11.2% |
| 30D | -14.3% | -13.9% | -0.4% | +7.8% |
| 3M | -45.6% | -0.3% | -45.3% | -46.8% |
| 6M | +117.2% | -14.3% | +131.5% | +176.9% |
| YTD | +189.8% | -7.9% | +197.7% | +223.2% |
| 1Y | +317.7% | -9.9% | +327.6% | +384.2% |
| 3Y | +478.6% | +6.5% | +472.1% | +574.5% |
| 5Y | +169.5% | +34.0% | +135.5% | +193.3% |
| All | +2,136.1% | +271.1% | +1,865.0% | +1,216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling