+317.7%
SOXL vs PM
+19.3%
+298.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +6.1% |
| 7D | +3.9% | +4.7% | -0.8% | +9.9% |
| 30D | -14.3% | +2.6% | -16.9% | -10.5% |
| 3M | -45.6% | +6.6% | -52.2% | -38.4% |
| 6M | +117.2% | +16.5% | +100.7% | +152.6% |
| YTD | +189.8% | +21.2% | +168.7% | +279.7% |
| 1Y | +317.7% | +17.9% | +299.8% | +469.5% |
| All | +317.7% | +19.3% | +298.4% | +469.5% |
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