+357.4%
SOXL vs PR
+76.5%
+280.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +9.5% |
| 7D | +5.3% | +2.9% | +2.4% | +5.9% |
| 30D | -11.2% | +18.0% | -29.2% | -8.1% |
| 3M | -55.4% | +16.9% | -72.2% | -52.9% |
| 6M | +107.1% | +28.2% | +78.9% | +106.7% |
| YTD | +179.0% | +69.3% | +109.7% | +161.9% |
| 1Y | +357.4% | +69.5% | +287.9% | +323.1% |
| All | +357.4% | +76.5% | +280.8% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling