+162.3%
SOXL vs DTE
+30.3%
+132.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.7% |
| 7D | +3.9% | -2.6% | +6.4% | +4.8% |
| 30D | -14.3% | -4.4% | -9.9% | -12.9% |
| 3M | -45.6% | -8.3% | -37.3% | -44.5% |
| 6M | +117.2% | -8.1% | +125.3% | +119.6% |
| YTD | +189.8% | +4.4% | +185.4% | +172.5% |
| 1Y | +317.7% | +0.2% | +317.6% | +300.6% |
| 3Y | +478.6% | +42.6% | +436.0% | +306.3% |
| All | +162.3% | +30.3% | +132.0% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling