+19,418.6%
SOXL vs URI
+12,554.0%
+6,864.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +8.1% |
| 7D | +5.3% | -2.0% | +7.3% | +7.9% |
| 30D | -11.2% | -12.9% | +1.7% | +4.1% |
| 3M | -55.4% | -6.7% | -48.6% | -49.2% |
| 6M | +107.1% | +19.0% | +88.1% | +75.8% |
| YTD | +179.0% | +25.5% | +153.5% | +113.6% |
| 1Y | +357.4% | +5.5% | +351.8% | +328.4% |
| 3Y | +397.5% | +111.3% | +286.2% | +160.5% |
| 5Y | +155.9% | +198.6% | -42.7% | +14.2% |
| 10Y | +4,301.6% | +1,179.9% | +3,121.7% | +510.4% |
| All | +19,418.6% | +12,554.0% | +6,864.6% | +224.9% |
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