+20,174.1%
SOXL vs ULTA
+2,483.6%
+17,690.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.2% | +3.4% |
| 7D | +3.9% | -3.1% | +6.9% | +6.6% |
| 30D | -14.3% | +2.8% | -17.1% | -17.9% |
| 3M | -45.6% | +14.8% | -60.4% | -53.7% |
| 6M | +117.2% | -16.2% | +133.4% | +139.8% |
| YTD | +189.8% | -9.6% | +199.5% | +198.0% |
| 1Y | +317.7% | +4.8% | +313.0% | +273.7% |
| 3Y | +478.6% | +30.7% | +447.9% | +321.3% |
| 5Y | +169.5% | +45.9% | +123.6% | +100.5% |
| 10Y | +5,222.1% | +129.0% | +5,093.0% | +2,581.3% |
| All | +20,174.1% | +2,483.6% | +17,690.5% | +960.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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