-65.3%
SOXL vs P
+28.5%
-93.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +4.4% | +13.4% | +11.5% |
| 7D | -1.0% | -4.7% | +3.7% | +14.8% |
| 30D | -48.6% | -31.4% | -17.1% | -6.7% |
| 3M | -50.3% | -2.6% | -47.7% | -42.4% |
| 6M | -65.3% | +21.9% | -87.2% | -73.1% |
| All | -65.3% | +28.5% | -93.8% | -73.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling