+42.5%
SOXL vs PL
+40.9%
+1.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -10.6% |
| 7D | +26.9% | +10.0% | +16.8% | +21.3% |
| 30D | -47.2% | -2.3% | -45.0% | -43.4% |
| 3M | -59.9% | -44.2% | -15.7% | -42.4% |
| 6M | -68.3% | -66.1% | -2.2% | -39.1% |
| YTD | +38.8% | -30.0% | +68.8% | +77.0% |
| 1Y | +48.8% | +21.0% | +27.8% | +38.9% |
| 3Y | +196.5% | +516.5% | -320.0% | -7.1% |
| 5Y | -5.0% | +32.0% | -37.1% | -50.9% |
| All | +42.5% | +40.9% | +1.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling