+1,948.9%
SOXL vs USB
+83.8%
+1,865.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.9% | -11.9% | -12.2% |
| 7D | +26.9% | +2.6% | +24.3% | +23.0% |
| 30D | -47.2% | +8.4% | -55.6% | -52.6% |
| 3M | -59.9% | -5.5% | -54.3% | -56.8% |
| 6M | -68.3% | +17.7% | -86.1% | -75.8% |
| YTD | +38.8% | +17.6% | +21.3% | +7.0% |
| 1Y | +48.8% | +33.9% | +14.9% | -4.1% |
| 3Y | +196.5% | +103.8% | +92.7% | +21.2% |
| 5Y | -5.0% | +25.6% | -30.6% | -20.9% |
| All | +1,948.9% | +83.8% | +1,865.1% | +1,460.7% |
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