+10,896.4%
SOXL vs URI
+14,345.3%
-3,448.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +4.2% | +13.6% | +13.1% |
| 7D | -1.0% | +2.6% | -3.6% | +1.7% |
| 30D | -48.6% | +9.1% | -57.6% | -50.5% |
| 3M | -50.3% | +1.0% | -51.3% | -47.7% |
| 6M | -65.3% | +23.3% | -88.6% | -69.4% |
| YTD | +57.2% | +43.3% | +13.9% | +10.2% |
| 1Y | +58.0% | +35.9% | +22.1% | +19.2% |
| 3Y | +226.2% | +158.6% | +67.6% | +44.4% |
| 5Y | +10.5% | +213.1% | -202.6% | -51.1% |
| 10Y | +2,180.9% | +1,213.1% | +967.8% | +225.3% |
| All | +10,896.4% | +14,345.3% | -3,448.9% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling