+4,921.3%
SOXL vs PYPL
+44.3%
+4,877.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +4.3% |
| 7D | +3.9% | -2.3% | +6.1% | +6.2% |
| 30D | -14.3% | -9.0% | -5.3% | -6.1% |
| 3M | -45.6% | +30.6% | -76.2% | -68.1% |
| 6M | +117.2% | +18.6% | +98.6% | +42.7% |
| YTD | +189.8% | -7.2% | +197.0% | +149.2% |
| 1Y | +317.7% | -19.3% | +337.0% | +336.8% |
| 3Y | +478.6% | -12.3% | +490.9% | +435.7% |
| 5Y | +169.5% | -80.9% | +250.4% | +2,500.6% |
| All | +4,921.3% | +44.3% | +4,877.0% | +4,807.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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