+9,612.4%
SOXL vs PM
+758.2%
+8,854.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.2% | -12.2% | -12.1% |
| 7D | +26.9% | +0.5% | +26.3% | +25.6% |
| 30D | -47.2% | -3.2% | -44.0% | -45.4% |
| 3M | -59.9% | +6.2% | -66.1% | -63.3% |
| 6M | -68.3% | +7.7% | -76.0% | -74.0% |
| YTD | +38.8% | +27.3% | +11.6% | -8.1% |
| 1Y | +48.8% | +32.8% | +16.0% | -7.8% |
| 3Y | +196.5% | +150.0% | +46.5% | -37.5% |
| 5Y | -5.0% | +164.2% | -169.3% | -81.9% |
| 10Y | +1,914.5% | +265.7% | +1,648.8% | +154.5% |
| All | +9,612.4% | +758.2% | +8,854.2% | +68.6% |
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