+1,948.9%
SOXL vs KEY
+96.4%
+1,852.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.7% |
| 7D | +26.9% | +2.9% | +23.9% | +23.4% |
| 30D | -47.2% | +8.4% | -55.7% | -51.1% |
| 3M | -59.9% | -5.8% | -54.1% | -56.7% |
| 6M | -68.3% | +5.4% | -73.8% | -69.9% |
| YTD | +38.8% | +7.1% | +31.8% | +31.7% |
| 1Y | +48.8% | +26.8% | +22.0% | +16.9% |
| 3Y | +196.5% | +128.7% | +67.8% | +37.6% |
| 5Y | -5.0% | +13.6% | -18.7% | -3.8% |
| All | +1,948.9% | +96.4% | +1,852.4% | +1,496.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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