+55.9%
SOXL vs REPL
+125.1%
-69.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -8.8% |
| 7D | -37.9% | +28.8% | -66.7% | -38.5% |
| 30D | -59.4% | +57.3% | -116.7% | -60.2% |
| 3M | -52.3% | +73.6% | -125.9% | -53.4% |
| 6M | -47.7% | +582.8% | -630.5% | -49.8% |
| YTD | +58.8% | +112.9% | -54.1% | +42.5% |
| 1Y | +55.9% | +130.7% | -74.8% | +28.3% |
| All | +55.9% | +125.1% | -69.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling