+497.9%
SOXL vs IR
+5.7%
+492.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +5.9% |
| 7D | +18.4% | -1.9% | +20.2% | +22.3% |
| 30D | -3.2% | -15.0% | +11.9% | +30.3% |
| 3M | -37.6% | -0.4% | -37.2% | -39.3% |
| 6M | +136.1% | -15.0% | +151.1% | +214.8% |
| YTD | +199.5% | -7.1% | +206.5% | +216.6% |
| 1Y | +363.2% | -7.5% | +370.8% | +393.0% |
| All | +497.9% | +5.7% | +492.2% | +531.3% |
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