+4,921.3%
SOXL vs URA
+346.2%
+4,575.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.3% | +8.5% | +9.5% |
| 7D | +3.9% | -5.5% | +9.4% | +11.7% |
| 30D | -14.3% | -3.7% | -10.6% | -10.3% |
| 3M | -45.6% | -2.9% | -42.7% | -39.3% |
| 6M | +117.2% | -15.2% | +132.4% | +211.5% |
| YTD | +189.8% | +1.9% | +188.0% | +232.6% |
| 1Y | +317.7% | +6.9% | +310.8% | +342.4% |
| 3Y | +478.6% | +99.6% | +379.0% | +194.9% |
| 5Y | +169.5% | +101.2% | +68.3% | +44.7% |
| All | +4,921.3% | +346.2% | +4,575.1% | +931.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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