+1,948.9%
SOXL vs PWR
+1,844.4%
+104.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.7% | -10.3% | -9.8% |
| 7D | +26.9% | +11.3% | +15.6% | +8.0% |
| 30D | -47.2% | -8.9% | -38.4% | -31.9% |
| 3M | -59.9% | -10.5% | -49.3% | -45.6% |
| 6M | -68.3% | -22.2% | -46.2% | -37.4% |
| YTD | +38.8% | +42.7% | -3.9% | +3.1% |
| 1Y | +48.8% | +41.1% | +7.7% | +14.7% |
| 3Y | +196.5% | +242.7% | -46.2% | -29.3% |
| 5Y | -5.0% | +418.5% | -423.6% | -86.0% |
| All | +1,948.9% | +1,844.4% | +104.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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