+235.7%
SOXL vs URI
+159.0%
+76.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +4.2% | +13.6% | +11.7% |
| 7D | -1.0% | +2.6% | -3.6% | +1.9% |
| 30D | -48.6% | +9.1% | -57.6% | -51.2% |
| 3M | -50.3% | +1.0% | -51.3% | -47.4% |
| 6M | -65.3% | +23.3% | -88.6% | -70.5% |
| YTD | +57.2% | +43.3% | +13.9% | -3.4% |
| 1Y | +58.0% | +35.9% | +22.1% | +7.8% |
| All | +235.7% | +159.0% | +76.7% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling