+342.3%
SOXL vs USAR
+53.8%
+288.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.2% | +5.8% |
| 7D | +3.9% | -11.6% | +15.5% | +6.5% |
| 30D | -14.3% | -15.5% | +1.2% | -11.4% |
| 3M | -45.6% | -31.0% | -14.6% | -40.9% |
| 6M | +117.2% | -26.2% | +143.4% | +137.0% |
| YTD | +189.8% | +30.8% | +159.1% | +203.7% |
| 1Y | +317.7% | +7.1% | +310.7% | +341.1% |
| 3Y | +478.6% | +53.0% | +425.6% | +596.3% |
| All | +342.3% | +53.8% | +288.6% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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