+5,399.0%
SOXL vs PR
+88.3%
+5,310.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +18.4% | -0.8% | +19.2% | +18.6% |
| 30D | -3.2% | +11.3% | -14.4% | -6.3% |
| 3M | -37.6% | +24.1% | -61.7% | -42.2% |
| 6M | +136.1% | +25.4% | +110.7% | +116.5% |
| YTD | +199.5% | +71.2% | +128.3% | +149.5% |
| 1Y | +363.2% | +78.6% | +284.6% | +280.1% |
| 3Y | +496.5% | +85.2% | +411.2% | +407.2% |
| 5Y | +184.8% | +419.0% | -234.2% | +92.9% |
| 10Y | +5,399.0% | +86.2% | +5,312.7% | +5,538.6% |
| All | +5,399.0% | +88.3% | +5,310.7% | +5,538.6% |
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