+6.7%
SOXL vs PATH
-76.9%
+83.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +60.3% | +0.7% | +59.6% | +59.9% |
| 30D | -48.6% | -1.1% | -47.5% | -47.4% |
| 3M | -53.9% | -14.2% | -39.7% | -51.1% |
| 6M | -62.0% | +30.9% | -92.9% | -72.6% |
| YTD | +56.0% | -20.1% | +76.1% | +49.3% |
| 1Y | +50.0% | -8.1% | +58.1% | +21.8% |
| 3Y | +223.8% | -24.3% | +248.1% | +168.5% |
| 5Y | +6.7% | -75.6% | +82.3% | +98.8% |
| All | +6.7% | -76.9% | +83.6% | +98.8% |
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