+162.3%
SOXL vs PM
+132.5%
+29.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +5.3% |
| 7D | +3.9% | +4.7% | -0.8% | +4.1% |
| 30D | -14.3% | +2.6% | -16.9% | -14.2% |
| 3M | -45.6% | +6.6% | -52.2% | -46.0% |
| 6M | +117.2% | +16.5% | +100.7% | +108.3% |
| YTD | +189.8% | +21.2% | +168.7% | +176.3% |
| 1Y | +317.7% | +17.9% | +299.8% | +300.2% |
| 3Y | +478.6% | +129.8% | +348.8% | +216.8% |
| All | +162.3% | +132.5% | +29.8% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling