+4,921.3%
SOXL vs UL
+66.7%
+4,854.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.7% |
| 7D | +3.9% | -3.4% | +7.3% | +7.0% |
| 30D | -14.3% | +0.5% | -14.8% | -15.3% |
| 3M | -45.6% | +7.2% | -52.9% | -52.4% |
| 6M | +117.2% | -3.1% | +120.2% | +105.1% |
| YTD | +189.8% | -2.7% | +192.6% | +169.5% |
| 1Y | +317.7% | -10.2% | +328.0% | +311.1% |
| 3Y | +478.6% | +20.3% | +458.4% | +255.5% |
| 5Y | +169.5% | +19.9% | +149.6% | +66.9% |
| All | +4,921.3% | +66.7% | +4,854.6% | +2,956.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling