+2,054.9%
SOXL vs PR
+65.1%
+1,989.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | -23.3% | -9.5% | -13.8% | -20.3% |
| 30D | -59.9% | -5.7% | -54.2% | -58.9% |
| 3M | -56.8% | +3.0% | -59.8% | -57.2% |
| 6M | -68.3% | +11.8% | -80.1% | -69.6% |
| YTD | +33.5% | +58.5% | -25.0% | +13.9% |
| 1Y | +24.8% | +69.9% | -45.1% | +4.0% |
| 3Y | +177.0% | +84.9% | +92.1% | +137.9% |
| 5Y | -0.2% | +246.4% | -246.7% | -26.1% |
| 10Y | +2,054.9% | +70.3% | +1,984.6% | +2,239.5% |
| All | +2,054.9% | +65.1% | +1,989.8% | +2,239.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling