+196.5%
SOXL vs P
+197.6%
-1.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.9% | -9.1% | -8.8% |
| 7D | +26.9% | +11.6% | +15.2% | +13.7% |
| 30D | -47.2% | -23.7% | -23.6% | -19.9% |
| 3M | -59.9% | -8.0% | -51.9% | -51.2% |
| 6M | -68.3% | +27.9% | -96.2% | -72.0% |
| YTD | +38.8% | +61.2% | -22.3% | -1.7% |
| 1Y | +48.8% | +28.6% | +20.2% | +20.6% |
| 3Y | +196.5% | +200.5% | -4.0% | +19.9% |
| All | +196.5% | +197.6% | -1.1% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling