+55.9%
SOXL vs PR
+87.5%
-31.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.5% | -2.3% | -11.3% |
| 7D | -37.9% | -12.1% | -25.8% | -41.1% |
| 30D | -59.4% | +0.9% | -60.3% | -58.5% |
| 3M | -52.3% | +10.1% | -62.4% | -48.7% |
| 6M | -47.7% | +1.1% | -48.8% | -44.8% |
| YTD | +58.8% | +63.7% | -4.9% | +98.7% |
| 1Y | +55.9% | +87.0% | -31.1% | +128.4% |
| All | +55.9% | +87.5% | -31.6% | +128.4% |
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