+4,921.3%
SOXL vs PM
+219.2%
+4,702.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.7% |
| 7D | +3.9% | +4.7% | -0.8% | +0.3% |
| 30D | -14.3% | +2.6% | -16.9% | -16.8% |
| 3M | -45.6% | +6.6% | -52.2% | -51.3% |
| 6M | +117.2% | +16.5% | +100.7% | +72.0% |
| YTD | +189.8% | +21.2% | +168.7% | +120.2% |
| 1Y | +317.7% | +17.9% | +299.8% | +213.1% |
| 3Y | +478.6% | +129.8% | +348.8% | +68.5% |
| 5Y | +169.5% | +133.0% | +36.5% | -24.0% |
| All | +4,921.3% | +219.2% | +4,702.0% | +1,070.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling