+2,054.9%
SOXL vs USB
+87.1%
+1,967.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.2% |
| 7D | -23.3% | +1.4% | -24.8% | -23.4% |
| 30D | -59.9% | +6.4% | -66.3% | -63.0% |
| 3M | -56.8% | -4.5% | -52.4% | -54.2% |
| 6M | -68.3% | +11.4% | -79.7% | -74.0% |
| YTD | +33.5% | +17.1% | +16.4% | +3.6% |
| 1Y | +24.8% | +32.6% | -7.8% | -18.2% |
| 3Y | +177.0% | +101.8% | +75.2% | +15.0% |
| 5Y | -0.2% | +25.1% | -25.3% | -16.3% |
| 10Y | +2,054.9% | +84.9% | +1,970.0% | +1,649.8% |
| All | +2,054.9% | +87.1% | +1,967.8% | +1,649.8% |
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