-62.0%
SOXL vs TER
-26.0%
-36.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.6% |
| 7D | +60.3% | +24.0% | +36.4% | +10.6% |
| 30D | -48.6% | -30.6% | -18.0% | +11.8% |
| 3M | -53.9% | -34.5% | -19.4% | +10.9% |
| 6M | -62.0% | -26.4% | -35.6% | -17.5% |
| All | -62.0% | -26.0% | -36.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 6mo: compounded portfolio wealth divided by compounded TER 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…
6mo analysis · Full analysis span regression · 6 months rolling