+10,896.4%
SOXL vs USB
+307.3%
+10,589.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.1% | +17.9% | +17.9% |
| 7D | -1.0% | -0.5% | -0.4% | +2.2% |
| 30D | -48.6% | +5.7% | -54.3% | -52.5% |
| 3M | -50.3% | -4.7% | -45.6% | -46.8% |
| 6M | -65.3% | +13.4% | -78.7% | -72.9% |
| YTD | +57.2% | +17.0% | +40.2% | +18.2% |
| 1Y | +58.0% | +32.4% | +25.7% | -1.6% |
| 3Y | +226.2% | +101.7% | +124.6% | +18.3% |
| 5Y | +10.5% | +24.4% | -13.9% | -13.4% |
| 10Y | +2,180.9% | +83.6% | +2,097.3% | +878.9% |
| All | +10,896.4% | +307.3% | +10,589.1% | +1,734.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling