+497.9%
SOXL vs PM
+124.8%
+373.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.4% |
| 7D | +18.4% | -1.2% | +19.5% | +17.6% |
| 30D | -3.2% | -0.2% | -3.0% | -2.7% |
| 3M | -37.6% | +4.9% | -42.5% | -34.2% |
| 6M | +136.1% | +9.0% | +127.0% | +150.8% |
| YTD | +199.5% | +17.8% | +181.7% | +229.2% |
| 1Y | +363.2% | +16.8% | +346.4% | +418.1% |
| All | +497.9% | +124.8% | +373.1% | +602.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling