+19,165.6%
SOXL vs SONY
+254.5%
+18,911.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.4% | -8.5% |
| 7D | +8.5% | -5.8% | +14.2% | +16.0% |
| 30D | -13.0% | -0.4% | -12.6% | -14.3% |
| 3M | -35.9% | +13.3% | -49.2% | -50.8% |
| 6M | +112.1% | +8.5% | +103.6% | +74.7% |
| YTD | +175.4% | -8.1% | +183.5% | +179.2% |
| 1Y | +304.9% | -17.9% | +322.8% | +380.9% |
| 3Y | +448.6% | +41.4% | +407.1% | +243.9% |
| 5Y | +156.1% | +9.3% | +146.8% | +184.8% |
| 10Y | +4,957.3% | +283.0% | +4,674.3% | +1,945.6% |
| All | +19,165.6% | +254.5% | +18,911.1% | +11,067.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling