+196.5%
SOXL vs PM
+150.4%
+46.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.2% | -12.2% | -10.1% |
| 7D | +26.9% | +0.5% | +26.3% | +27.8% |
| 30D | -47.2% | -3.2% | -44.0% | -48.5% |
| 3M | -59.9% | +6.2% | -66.1% | -57.1% |
| 6M | -68.3% | +7.7% | -76.0% | -64.3% |
| YTD | +38.8% | +27.3% | +11.6% | +66.6% |
| 1Y | +48.8% | +32.8% | +16.0% | +83.1% |
| 3Y | +196.5% | +150.0% | +46.5% | +321.9% |
| All | +196.5% | +150.4% | +46.1% | +321.9% |
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