+304.9%
SOXL vs PR
+78.8%
+226.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.4% | -8.0% |
| 7D | +8.5% | -0.2% | +8.6% | +8.4% |
| 30D | -13.0% | +10.4% | -23.4% | -11.0% |
| 3M | -35.9% | +21.1% | -57.1% | -32.0% |
| 6M | +112.1% | +28.8% | +83.3% | +113.0% |
| YTD | +175.4% | +71.8% | +103.6% | +159.7% |
| 1Y | +304.9% | +73.3% | +231.6% | +284.1% |
| All | +304.9% | +78.8% | +226.0% | +284.1% |
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