+484.2%
SOXL vs KEY
+130.9%
+353.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +7.5% |
| 7D | +16.4% | +2.7% | +13.7% | +11.9% |
| 30D | -12.1% | -3.2% | -8.9% | -8.0% |
| 3M | -41.7% | +1.0% | -42.7% | -42.5% |
| 6M | +157.4% | +11.9% | +145.5% | +122.9% |
| YTD | +193.3% | +8.7% | +184.6% | +164.0% |
| 1Y | +355.3% | +18.5% | +336.9% | +264.1% |
| 3Y | +484.2% | +124.0% | +360.2% | +182.3% |
| All | +484.2% | +130.9% | +353.2% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling