+478.6%
SOXL vs ED
+33.0%
+445.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +4.7% |
| 7D | +3.9% | -0.8% | +4.6% | +2.1% |
| 30D | -14.3% | -0.4% | -13.9% | -14.6% |
| 3M | -45.6% | +0.5% | -46.1% | -42.4% |
| 6M | +117.2% | -3.1% | +120.3% | +126.0% |
| YTD | +189.8% | +9.8% | +180.0% | +273.4% |
| 1Y | +317.7% | +12.6% | +305.2% | +479.0% |
| 3Y | +478.6% | +31.4% | +447.2% | +807.2% |
| All | +478.6% | +33.0% | +445.6% | +807.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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