+19,165.6%
SOXL vs DTE
+538.6%
+18,627.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.8% | -6.6% |
| 7D | +8.5% | -2.0% | +10.4% | +11.0% |
| 30D | -13.0% | -2.4% | -10.6% | -10.4% |
| 3M | -35.9% | -7.3% | -28.6% | -31.8% |
| 6M | +112.1% | -7.6% | +119.7% | +120.8% |
| YTD | +175.4% | +5.8% | +169.6% | +141.8% |
| 1Y | +304.9% | +2.3% | +302.5% | +267.0% |
| 3Y | +448.6% | +45.0% | +403.6% | +183.7% |
| 5Y | +156.1% | +33.2% | +122.9% | +47.3% |
| 10Y | +4,957.3% | +141.4% | +4,815.9% | +1,082.4% |
| All | +19,165.6% | +538.6% | +18,627.0% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling