+4,921.3%
SOXL vs USFR
+28.1%
+4,893.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | -14.3% | +0.4% | -14.7% | -14.4% |
| 3M | -45.6% | +1.0% | -46.7% | -45.8% |
| 6M | +117.2% | +2.0% | +115.2% | +114.5% |
| YTD | +189.8% | +2.8% | +187.1% | +183.6% |
| 1Y | +317.7% | +4.1% | +313.7% | +302.6% |
| 3Y | +478.6% | +14.1% | +464.5% | +380.3% |
| 5Y | +169.5% | +20.6% | +148.9% | +99.9% |
| All | +4,921.3% | +28.1% | +4,893.2% | +3,440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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