+497.9%
SOXL vs REPL
-27.0%
+524.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | +18.4% | -9.6% | +27.9% | +18.9% |
| 30D | -3.2% | +5.7% | -8.9% | -3.5% |
| 3M | -37.6% | +56.4% | -94.0% | -40.1% |
| 6M | +136.1% | +67.4% | +68.6% | +116.1% |
| YTD | +199.5% | +48.7% | +150.8% | +175.2% |
| 1Y | +363.2% | +148.3% | +215.0% | +300.3% |
| All | +497.9% | -27.0% | +524.9% | +383.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling