+478.6%
SOXL vs DTE
+43.4%
+435.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +4.9% |
| 7D | +3.9% | -2.6% | +6.4% | +3.1% |
| 30D | -14.3% | -4.4% | -9.9% | -15.4% |
| 3M | -45.6% | -8.3% | -37.3% | -47.0% |
| 6M | +117.2% | -8.1% | +125.3% | +112.2% |
| YTD | +189.8% | +4.4% | +185.4% | +185.4% |
| 1Y | +317.7% | +0.2% | +317.6% | +310.0% |
| 3Y | +478.6% | +42.6% | +436.0% | +480.1% |
| All | +478.6% | +43.4% | +435.2% | +480.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling