+186.4%
SOXL vs PL
+84.9%
+101.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.1% | +10.5% |
| 7D | +5.3% | -9.3% | +14.6% | +10.3% |
| 30D | -11.2% | -18.9% | +7.7% | -0.7% |
| 3M | -55.4% | -58.4% | +3.0% | -27.4% |
| 6M | +107.1% | -30.3% | +137.4% | +151.4% |
| YTD | +179.0% | -8.1% | +187.2% | +191.0% |
| 1Y | +357.4% | +180.5% | +176.9% | +145.7% |
| 3Y | +397.5% | +444.1% | -46.7% | +57.5% |
| 5Y | +155.9% | +83.0% | +72.9% | +7.3% |
| All | +186.4% | +84.9% | +101.5% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling