+41.9%
SOXL vs PATH
-80.4%
+122.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.5% |
| 7D | -23.3% | -2.3% | -21.0% | -21.3% |
| 30D | -59.9% | -4.8% | -55.1% | -58.0% |
| 3M | -56.8% | -17.7% | -39.1% | -53.2% |
| 6M | -68.3% | +18.9% | -87.2% | -75.2% |
| YTD | +33.5% | -21.7% | +55.2% | +29.6% |
| 1Y | +24.8% | -9.6% | +34.4% | +3.4% |
| 3Y | +177.0% | -25.8% | +202.8% | +139.3% |
| 5Y | -0.2% | -77.1% | +76.9% | +62.6% |
| All | +41.9% | -80.4% | +122.3% | +142.7% |
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