+8,450.1%
SOXL vs P
+485.4%
+7,964.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +8.4% |
| 7D | +5.3% | +6.5% | -1.2% | -1.9% |
| 30D | -11.2% | +18.8% | -30.0% | -29.6% |
| 3M | -55.4% | +26.7% | -82.1% | -62.6% |
| 6M | +107.1% | +62.2% | +45.0% | +31.7% |
| YTD | +179.0% | +48.5% | +130.5% | +94.4% |
| 1Y | +357.4% | +26.4% | +331.0% | +257.2% |
| 3Y | +397.5% | +159.4% | +238.1% | +93.8% |
| 5Y | +155.9% | +275.8% | -119.9% | -16.3% |
| 10Y | +4,301.6% | +732.0% | +3,569.6% | +1,013.3% |
| All | +8,450.1% | +485.4% | +7,964.7% | +2,091.6% |
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