+196.6%
SOXL vs PATH
-76.8%
+273.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -16.6% | +26.5% | +20.7% |
| 7D | +5.3% | -16.3% | +21.6% | +15.5% |
| 30D | -11.2% | +9.9% | -21.1% | -19.6% |
| 3M | -55.4% | +30.2% | -85.5% | -65.5% |
| 6M | +107.1% | +37.2% | +69.9% | +42.2% |
| YTD | +179.0% | -7.3% | +186.4% | +145.8% |
| 1Y | +357.4% | +40.0% | +317.4% | +168.2% |
| 3Y | +397.5% | -4.4% | +401.9% | +258.7% |
| 5Y | +155.9% | -76.0% | +231.9% | +291.8% |
| All | +196.6% | -76.8% | +273.5% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling