+2,162.7%
SOXL vs IR
+282.2%
+1,880.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +7.6% |
| 7D | +16.4% | +0.6% | +15.8% | +15.2% |
| 30D | -12.1% | -13.6% | +1.5% | +9.9% |
| 3M | -41.7% | +3.7% | -45.4% | -45.8% |
| 6M | +157.4% | -13.1% | +170.5% | +220.8% |
| YTD | +193.3% | -5.1% | +198.4% | +212.8% |
| 1Y | +355.3% | -6.5% | +361.8% | +398.6% |
| 3Y | +484.2% | +8.5% | +475.6% | +561.6% |
| 5Y | +182.7% | +43.3% | +139.4% | +181.4% |
| All | +2,162.7% | +282.2% | +1,880.5% | +1,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling