+701.9%
SOXL vs U
-44.5%
+746.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +10.5% |
| 7D | +5.3% | -3.8% | +9.1% | +7.9% |
| 30D | -11.2% | +17.5% | -28.6% | -21.3% |
| 3M | -55.4% | +38.7% | -94.1% | -64.5% |
| 6M | +107.1% | +104.4% | +2.7% | +24.5% |
| YTD | +179.0% | -5.7% | +184.7% | +152.8% |
| 1Y | +357.4% | +3.7% | +353.7% | +289.1% |
| 3Y | +397.5% | +12.3% | +385.1% | +263.1% |
| 5Y | +155.9% | -68.8% | +224.7% | +282.4% |
| All | +701.9% | -44.5% | +746.4% | +787.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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