+7.0%
SOXL vs PATH
-10.2%
+17.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.1% | +12.6% | +12.5% |
| 7D | -40.3% | -5.3% | -35.0% | -40.8% |
| 30D | -71.1% | -0.5% | -70.5% | -71.1% |
| 3M | -65.2% | -7.1% | -58.1% | -65.5% |
| 6M | -72.3% | +23.8% | -96.1% | -71.0% |
| YTD | +9.4% | -20.7% | +30.1% | +21.8% |
| 1Y | +7.0% | -8.1% | +15.0% | +18.2% |
| All | +7.0% | -10.2% | +17.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling