+4,921.3%
SOXL vs P
+718.8%
+4,202.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +0.3% |
| 7D | +3.9% | -1.3% | +5.2% | +5.4% |
| 30D | -14.3% | -11.9% | -2.4% | -3.3% |
| 3M | -45.6% | +41.6% | -87.2% | -62.1% |
| 6M | +117.2% | +58.1% | +59.1% | +35.7% |
| YTD | +189.8% | +46.5% | +143.3% | +96.7% |
| 1Y | +317.7% | +19.1% | +298.7% | +235.9% |
| 3Y | +478.6% | +150.6% | +328.0% | +102.1% |
| 5Y | +169.5% | +271.8% | -102.2% | -26.8% |
| All | +4,921.3% | +718.8% | +4,202.4% | +1,029.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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