+4,671.5%
SOXL vs KEY
+171.1%
+4,500.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | +8.5% | -1.8% | +10.2% | +10.5% |
| 30D | -13.0% | -3.3% | -9.6% | -9.6% |
| 3M | -35.9% | -0.2% | -35.7% | -35.7% |
| 6M | +112.1% | +12.1% | +99.9% | +89.0% |
| YTD | +175.4% | +8.4% | +167.0% | +155.4% |
| 1Y | +304.9% | +17.6% | +287.2% | +242.6% |
| 3Y | +448.6% | +123.3% | +325.2% | +157.1% |
| 5Y | +156.1% | +39.5% | +116.6% | +105.6% |
| All | +4,671.5% | +171.1% | +4,500.4% | +2,593.1% |
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