+1,087.9%
SOXL vs REPL
-6.0%
+1,093.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +10.1% |
| 7D | +5.3% | -3.0% | +8.3% | +5.7% |
| 30D | -11.2% | +27.1% | -38.3% | -15.2% |
| 3M | -55.4% | +52.4% | -107.7% | -61.4% |
| 6M | +107.1% | +107.4% | -0.3% | +39.6% |
| YTD | +179.0% | +54.7% | +124.3% | +98.9% |
| 1Y | +357.4% | +158.9% | +198.5% | +156.1% |
| 3Y | +397.5% | -23.7% | +421.2% | +130.0% |
| 5Y | +155.9% | -54.3% | +210.2% | +40.4% |
| All | +1,087.9% | -6.0% | +1,093.9% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling