+10,896.4%
SOXL vs KEY
+383.3%
+10,513.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.5% | +17.3% | +17.2% |
| 7D | -1.0% | -0.5% | -0.5% | +2.0% |
| 30D | -48.6% | +6.7% | -55.3% | -51.6% |
| 3M | -50.3% | -4.6% | -45.7% | -46.9% |
| 6M | -65.3% | +2.6% | -67.9% | -66.1% |
| YTD | +57.2% | +7.0% | +50.2% | +48.6% |
| 1Y | +58.0% | +23.5% | +34.6% | +25.9% |
| 3Y | +226.2% | +126.4% | +99.9% | +41.6% |
| 5Y | +10.5% | +13.0% | -2.5% | +7.1% |
| 10Y | +2,180.9% | +99.5% | +2,081.4% | +972.8% |
| All | +10,896.4% | +383.3% | +10,513.1% | +1,867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling