+42.2%
SOXL vs PATH
-80.2%
+122.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.2% | +22.4% | +22.4% |
| 7D | -17.6% | -2.7% | -14.9% | -15.2% |
| 30D | -59.8% | -3.7% | -56.1% | -58.2% |
| 3M | -59.9% | -13.8% | -46.1% | -57.9% |
| 6M | -68.2% | +20.3% | -88.5% | -75.3% |
| YTD | +33.8% | -20.8% | +54.6% | +28.9% |
| 1Y | +34.7% | -9.2% | +44.0% | +11.4% |
| 3Y | +211.0% | -21.8% | +232.8% | +158.3% |
| 5Y | -8.6% | -77.4% | +68.8% | +49.6% |
| All | +42.2% | -80.2% | +122.4% | +141.5% |
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