+4,717.0%
SOXL vs P
+526.5%
+4,190.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +4.4% | +13.4% | +13.0% |
| 7D | -1.0% | -4.7% | +3.7% | +12.6% |
| 30D | -48.6% | -31.4% | -17.1% | -13.1% |
| 3M | -50.3% | -2.6% | -47.7% | -43.5% |
| 6M | -65.3% | +21.9% | -87.2% | -67.2% |
| YTD | +57.2% | +58.9% | -1.7% | +14.8% |
| 1Y | +58.0% | +21.7% | +36.3% | +40.3% |
| 3Y | +226.2% | +193.3% | +32.9% | +24.3% |
| 5Y | +10.5% | +275.1% | -264.6% | -60.0% |
| 10Y | +2,180.9% | +655.3% | +1,525.5% | +539.4% |
| All | +4,717.0% | +526.5% | +4,190.5% | +1,193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling