+196.5%
SOXL vs IR
+25.2%
+171.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.3% | -10.7% | -10.4% |
| 7D | +26.9% | +2.5% | +24.3% | +22.1% |
| 30D | -47.2% | +9.2% | -56.4% | -53.5% |
| 3M | -59.9% | +0.9% | -60.8% | -59.3% |
| 6M | -68.3% | +19.2% | -87.6% | -77.3% |
| YTD | +38.8% | +7.5% | +31.4% | +15.4% |
| 1Y | +48.8% | +11.7% | +37.1% | +12.6% |
| 3Y | +196.5% | +23.9% | +172.6% | +110.1% |
| All | +196.5% | +25.2% | +171.3% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling