+4,921.3%
SOXL vs PSX
+386.4%
+4,534.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.9% |
| 7D | +3.9% | +1.7% | +2.2% | +2.4% |
| 30D | -14.3% | +15.6% | -29.9% | -25.9% |
| 3M | -45.6% | +46.5% | -92.1% | -64.0% |
| 6M | +117.2% | +55.0% | +62.2% | +29.4% |
| YTD | +189.8% | +105.3% | +84.6% | +25.9% |
| 1Y | +317.7% | +101.6% | +216.1% | +83.6% |
| 3Y | +478.6% | +134.1% | +344.5% | +129.2% |
| 5Y | +169.5% | +368.7% | -199.2% | -50.1% |
| All | +4,921.3% | +386.4% | +4,534.8% | +1,071.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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