+67.1%
SOXL vs PATH
-79.9%
+147.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +2.4% | +15.4% | +16.2% |
| 7D | -1.0% | -2.7% | +1.8% | +2.4% |
| 30D | -48.6% | -1.4% | -47.2% | -47.3% |
| 3M | -50.3% | -16.4% | -33.9% | -46.5% |
| 6M | -65.3% | +23.3% | -88.6% | -73.4% |
| YTD | +57.2% | -19.8% | +77.0% | +50.6% |
| 1Y | +58.0% | -8.6% | +66.6% | +30.6% |
| 3Y | +226.2% | -24.0% | +250.3% | +178.1% |
| 5Y | +10.5% | -77.1% | +87.6% | +79.5% |
| All | +67.1% | -79.9% | +147.1% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling