+156.1%
SOXL vs IR
+35.0%
+121.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.4% | -6.7% |
| 7D | +8.5% | -3.1% | +11.5% | +15.4% |
| 30D | -13.0% | -14.0% | +1.0% | +18.0% |
| 3M | -35.9% | +3.7% | -39.6% | -43.3% |
| 6M | +112.1% | -15.4% | +127.4% | +190.8% |
| YTD | +175.4% | -7.7% | +183.1% | +196.5% |
| 1Y | +304.9% | -8.8% | +313.7% | +344.2% |
| 3Y | +448.6% | +5.6% | +443.0% | +422.2% |
| 5Y | +156.1% | +34.3% | +121.8% | +81.3% |
| All | +156.1% | +35.0% | +121.1% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling