+178.9%
SOXL vs P
+289.9%
-111.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +3.1% |
| 7D | +16.4% | +7.8% | +8.5% | +6.0% |
| 30D | -12.1% | +12.3% | -24.4% | -28.1% |
| 3M | -41.7% | +37.1% | -78.8% | -58.7% |
| 6M | +157.4% | +66.1% | +91.3% | +45.2% |
| YTD | +193.3% | +50.9% | +142.4% | +84.0% |
| 1Y | +355.3% | +27.2% | +328.1% | +223.3% |
| 3Y | +484.2% | +158.7% | +325.5% | +50.9% |
| All | +178.9% | +289.9% | -111.0% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling