+2,180.9%
SOXL vs USB
+84.9%
+2,096.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.1% | +17.9% | +17.9% |
| 7D | -1.0% | -0.5% | -0.4% | +1.9% |
| 30D | -48.6% | +5.7% | -54.3% | -52.1% |
| 3M | -50.3% | -4.7% | -45.6% | -47.1% |
| 6M | -65.3% | +13.4% | -78.7% | -72.2% |
| YTD | +57.2% | +17.0% | +40.2% | +22.2% |
| 1Y | +58.0% | +32.4% | +25.7% | +3.8% |
| 3Y | +226.2% | +101.7% | +124.6% | +35.6% |
| 5Y | +10.5% | +24.4% | -13.9% | -6.7% |
| 10Y | +2,180.9% | +83.6% | +2,097.3% | +1,701.5% |
| All | +2,180.9% | +84.9% | +2,096.0% | +1,701.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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