+357.4%
SOXL vs PM
+16.6%
+340.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.8% | +7.5% |
| 7D | +5.3% | -4.9% | +10.2% | -0.5% |
| 30D | -11.2% | -3.4% | -7.8% | -14.0% |
| 3M | -55.4% | +5.2% | -60.5% | -50.9% |
| 6M | +107.1% | +3.7% | +103.4% | +117.1% |
| YTD | +179.0% | +15.8% | +163.3% | +244.4% |
| 1Y | +357.4% | +17.4% | +340.0% | +514.2% |
| All | +357.4% | +16.6% | +340.7% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling