-4.8%
SOXL vs PATH
-75.6%
+70.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -11.9% |
| 7D | +26.9% | +2.1% | +24.8% | +25.2% |
| 30D | -47.2% | +1.6% | -48.8% | -47.1% |
| 3M | -59.9% | -20.4% | -39.4% | -55.0% |
| 6M | -68.3% | +40.1% | -108.5% | -78.2% |
| YTD | +38.8% | -19.0% | +57.9% | +31.6% |
| 1Y | +48.8% | -5.8% | +54.6% | +18.4% |
| 3Y | +196.5% | -22.9% | +219.4% | +142.4% |
| All | -4.8% | -75.6% | +70.7% | +75.6% |
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