+20,873.9%
SOXL vs PSX
+1,167.1%
+19,706.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.5% |
| 7D | +18.4% | +1.8% | +16.5% | +16.4% |
| 30D | -3.2% | +21.6% | -24.8% | -20.6% |
| 3M | -37.6% | +46.5% | -84.0% | -59.2% |
| 6M | +136.1% | +62.0% | +74.1% | +33.2% |
| YTD | +199.5% | +106.3% | +93.2% | +28.4% |
| 1Y | +363.2% | +103.0% | +260.3% | +100.5% |
| 3Y | +496.5% | +135.5% | +360.9% | +133.9% |
| 5Y | +184.8% | +368.5% | -183.7% | -47.6% |
| 10Y | +5,399.0% | +386.6% | +5,012.4% | +942.9% |
| All | +20,873.9% | +1,167.1% | +19,706.8% | +1,922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling