+20,415.5%
SOXL vs PM
+690.1%
+19,725.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +3.9% |
| 7D | +16.4% | -1.3% | +17.7% | +17.7% |
| 30D | -12.1% | -2.6% | -9.6% | -10.9% |
| 3M | -41.7% | +5.8% | -47.5% | -49.6% |
| 6M | +157.4% | +10.6% | +146.8% | +102.1% |
| YTD | +193.3% | +17.2% | +176.1% | +114.3% |
| 1Y | +355.3% | +17.6% | +337.7% | +214.1% |
| 3Y | +484.2% | +124.3% | +359.9% | +40.7% |
| 5Y | +182.7% | +125.1% | +57.6% | -33.8% |
| 10Y | +4,692.2% | +198.6% | +4,493.6% | +718.4% |
| All | +20,415.5% | +690.1% | +19,725.4% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling