+158.5%
SOXL vs PATH
-76.4%
+234.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -16.6% | +26.5% | +21.1% |
| 7D | +5.3% | -16.3% | +21.6% | +15.8% |
| 30D | -11.2% | +9.9% | -21.1% | -19.9% |
| 3M | -55.4% | +30.2% | -85.5% | -65.8% |
| 6M | +107.1% | +37.2% | +69.9% | +39.9% |
| YTD | +179.0% | -7.3% | +186.4% | +144.3% |
| 1Y | +357.4% | +40.0% | +317.4% | +159.9% |
| 3Y | +397.5% | -4.4% | +401.9% | +245.5% |
| All | +158.5% | -76.4% | +234.9% | +378.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling