+4,921.3%
SOXL vs PSLV
+190.6%
+4,730.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.0% |
| 7D | +3.9% | -3.5% | +7.3% | +7.0% |
| 30D | -14.3% | -2.1% | -12.2% | -12.6% |
| 3M | -45.6% | -1.6% | -44.0% | -44.1% |
| 6M | +117.2% | -25.5% | +142.7% | +184.7% |
| YTD | +189.8% | -11.4% | +201.3% | +201.2% |
| 1Y | +317.7% | +48.6% | +269.2% | +177.4% |
| 3Y | +478.6% | +166.9% | +311.7% | +145.0% |
| 5Y | +169.5% | +152.4% | +17.1% | +16.9% |
| All | +4,921.3% | +190.6% | +4,730.7% | +1,404.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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