+20,415.5%
SOXL vs PSA
+528.6%
+19,886.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.3% |
| 7D | +16.4% | -0.4% | +16.8% | +16.8% |
| 30D | -12.1% | -8.2% | -3.9% | -3.1% |
| 3M | -41.7% | -2.1% | -39.6% | -44.2% |
| 6M | +157.4% | -0.2% | +157.6% | +143.9% |
| YTD | +193.3% | +18.5% | +174.8% | +121.2% |
| 1Y | +355.3% | +6.6% | +348.8% | +285.4% |
| 3Y | +484.2% | +24.5% | +459.7% | +280.4% |
| 5Y | +182.7% | +13.6% | +169.1% | +118.0% |
| 10Y | +4,692.2% | +102.0% | +4,590.3% | +1,407.3% |
| All | +20,415.5% | +528.6% | +19,886.8% | +590.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 all: compounded portfolio wealth divided by compounded PSA 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…
all analysis · Full analysis span regression · 6 months rolling