+24.8%
SOXL vs PR
+67.7%
-43.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.1% |
| 7D | -23.3% | -9.5% | -13.8% | -25.9% |
| 30D | -59.9% | -5.7% | -54.2% | -60.1% |
| 3M | -56.8% | +3.0% | -59.8% | -55.2% |
| 6M | -68.3% | +11.8% | -80.1% | -65.0% |
| YTD | +33.5% | +58.5% | -25.0% | +44.6% |
| 1Y | +24.8% | +69.9% | -45.1% | +33.7% |
| All | +24.8% | +67.7% | -43.0% | +33.7% |
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