+16.4%
SOXL vs PATH
-80.2%
+96.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.1% | +12.6% | +12.5% |
| 7D | -40.3% | -5.3% | -35.0% | -37.4% |
| 30D | -71.1% | -0.5% | -70.5% | -70.6% |
| 3M | -65.2% | -7.1% | -58.1% | -65.3% |
| 6M | -72.3% | +23.8% | -96.1% | -79.0% |
| YTD | +9.4% | -20.7% | +30.1% | +5.4% |
| 1Y | +7.0% | -8.1% | +15.0% | -12.4% |
| 3Y | +156.4% | -21.8% | +178.2% | +112.9% |
| 5Y | -22.2% | -76.8% | +54.7% | +26.1% |
| All | +16.4% | -80.2% | +96.5% | +97.4% |
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