+19,418.6%
SOXL vs ECL
+692.2%
+18,726.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.7% |
| 7D | +5.3% | -2.6% | +7.9% | +10.7% |
| 30D | -11.2% | -2.2% | -9.0% | -9.3% |
| 3M | -55.4% | +10.1% | -65.5% | -66.4% |
| 6M | +107.1% | -5.7% | +112.9% | +111.6% |
| YTD | +179.0% | +7.0% | +172.1% | +123.1% |
| 1Y | +357.4% | +2.7% | +354.7% | +282.3% |
| 3Y | +397.5% | +57.7% | +339.7% | +83.1% |
| 5Y | +155.9% | +31.1% | +124.8% | +63.0% |
| 10Y | +4,301.6% | +150.9% | +4,150.7% | +890.9% |
| All | +19,418.6% | +692.2% | +18,726.3% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling