+156.1%
SOXL vs ED
+66.8%
+89.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -8.5% |
| 7D | +8.5% | -1.9% | +10.3% | +7.0% |
| 30D | -13.0% | +0.1% | -13.1% | -12.7% |
| 3M | -35.9% | 0.0% | -35.9% | -34.7% |
| 6M | +112.1% | -2.5% | +114.6% | +116.8% |
| YTD | +175.4% | +10.1% | +165.3% | +197.0% |
| 1Y | +304.9% | +13.6% | +291.3% | +344.3% |
| 3Y | +448.6% | +32.4% | +416.1% | +431.5% |
| 5Y | +156.1% | +69.9% | +86.2% | +165.5% |
| All | +156.1% | +66.8% | +89.3% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling