-70.5%
SOXL vs PL
-62.8%
-7.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +14.5% | +7.8% | +3.2% |
| 7D | -17.6% | +10.9% | -28.4% | -23.1% |
| 30D | -59.8% | -16.4% | -43.4% | -45.8% |
| 3M | -59.9% | -39.9% | -20.0% | -20.3% |
| All | -70.5% | -62.8% | -7.6% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling