+162.3%
SOXL vs SONY
+9.6%
+152.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +2.6% |
| 7D | +3.9% | -2.7% | +6.6% | +7.9% |
| 30D | -14.3% | +1.5% | -15.8% | -18.7% |
| 3M | -45.6% | +13.0% | -58.6% | -62.0% |
| 6M | +117.2% | +11.2% | +106.0% | +57.9% |
| YTD | +189.8% | -6.6% | +196.5% | +186.5% |
| 1Y | +317.7% | -18.1% | +335.9% | +431.9% |
| 3Y | +478.6% | +42.1% | +436.6% | +134.4% |
| All | +162.3% | +9.6% | +152.7% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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