+156.1%
SOXL vs REPL
-58.5%
+214.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -8.4% | +0.3% | -7.2% |
| 7D | +8.5% | -13.4% | +21.9% | +10.0% |
| 30D | -13.0% | -3.0% | -10.0% | -12.9% |
| 3M | -35.9% | +56.3% | -92.2% | -41.3% |
| 6M | +112.1% | +60.9% | +51.2% | +74.5% |
| YTD | +175.4% | +36.2% | +139.2% | +130.0% |
| 1Y | +304.9% | +121.0% | +183.8% | +193.2% |
| 3Y | +448.6% | -32.8% | +481.4% | +286.4% |
| 5Y | +156.1% | -58.7% | +214.7% | +120.9% |
| All | +156.1% | -58.5% | +214.6% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling