+207.4%
SOXL vs PL
+75.7%
+131.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +3.8% |
| 7D | +18.4% | -13.9% | +32.2% | +27.1% |
| 30D | -3.2% | -25.5% | +22.3% | +12.7% |
| 3M | -37.6% | -44.8% | +7.2% | -13.2% |
| 6M | +136.1% | -33.3% | +169.4% | +193.2% |
| YTD | +199.5% | -12.7% | +212.2% | +220.1% |
| 1Y | +363.2% | +90.9% | +272.3% | +223.6% |
| 3Y | +496.5% | +528.5% | -32.0% | +73.8% |
| 5Y | +184.8% | +72.7% | +112.1% | +22.1% |
| All | +207.4% | +75.7% | +131.6% | +31.5% |
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