+497.9%
SOXL vs ECL
+54.1%
+443.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +4.5% |
| 7D | +18.4% | -2.7% | +21.1% | +22.0% |
| 30D | -3.2% | -4.3% | +1.1% | +0.5% |
| 3M | -37.6% | +3.2% | -40.8% | -43.8% |
| 6M | +136.1% | -2.9% | +139.0% | +131.3% |
| YTD | +199.5% | +4.3% | +195.2% | +164.2% |
| 1Y | +363.2% | +1.6% | +361.6% | +314.5% |
| All | +497.9% | +54.1% | +443.8% | +247.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling