+491.1%
SOXL vs REPL
+36.8%
+454.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.4% | -10.6% | -10.9% |
| 7D | +26.9% | +1.2% | +25.6% | +26.4% |
| 30D | -47.2% | +92.2% | -139.4% | -52.6% |
| 3M | -59.9% | +44.1% | -104.0% | -62.4% |
| 6M | -68.3% | +313.0% | -381.3% | -78.2% |
| YTD | +38.8% | +125.2% | -86.4% | -7.2% |
| 1Y | +48.8% | +143.8% | -95.0% | -2.3% |
| 3Y | +196.5% | +104.2% | +92.3% | +1.0% |
| 5Y | -5.0% | -34.5% | +29.5% | -50.9% |
| All | +491.1% | +36.8% | +454.3% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling