+4,921.3%
SOXL vs ECL
+160.1%
+4,761.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +2.3% |
| 7D | +3.9% | -1.1% | +5.0% | +5.8% |
| 30D | -14.3% | -0.8% | -13.5% | -14.6% |
| 3M | -45.6% | +5.0% | -50.7% | -54.6% |
| 6M | +117.2% | +0.2% | +116.9% | +98.2% |
| YTD | +189.8% | +5.8% | +184.1% | +139.1% |
| 1Y | +317.7% | +1.5% | +316.2% | +260.7% |
| 3Y | +478.6% | +55.0% | +423.6% | +130.9% |
| 5Y | +169.5% | +29.3% | +140.2% | +79.5% |
| All | +4,921.3% | +160.1% | +4,761.2% | +1,364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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