+13,288.2%
SOXL vs USFR
+27.6%
+13,260.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +18.4% | +0.1% | +18.3% | +18.3% |
| 30D | -3.2% | +0.3% | -3.5% | -3.4% |
| 3M | -37.6% | +1.0% | -38.6% | -38.1% |
| 6M | +136.1% | +1.9% | +134.1% | +132.1% |
| YTD | +199.5% | +2.7% | +196.8% | +192.5% |
| 1Y | +363.2% | +4.0% | +359.2% | +346.9% |
| 3Y | +496.5% | +14.0% | +482.4% | +422.5% |
| 5Y | +184.8% | +20.4% | +164.4% | +134.8% |
| 10Y | +5,399.0% | +28.0% | +5,371.0% | +4,203.7% |
| All | +13,288.2% | +27.6% | +13,260.6% | +10,085.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling