+19,418.6%
SOXL vs USB
+321.3%
+19,097.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +10.3% |
| 7D | +5.3% | +1.4% | +3.9% | +2.9% |
| 30D | -11.2% | -1.3% | -9.9% | -9.6% |
| 3M | -55.4% | +15.2% | -70.6% | -65.6% |
| 6M | +107.1% | +18.8% | +88.3% | +53.9% |
| YTD | +179.0% | +21.0% | +158.0% | +99.8% |
| 1Y | +357.4% | +34.0% | +323.3% | +180.4% |
| 3Y | +397.5% | +95.3% | +302.1% | +85.1% |
| 5Y | +155.9% | +40.4% | +115.5% | +64.2% |
| 10Y | +4,301.6% | +107.3% | +4,194.3% | +1,412.6% |
| All | +19,418.6% | +321.3% | +19,097.3% | +3,002.5% |
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