+9,612.4%
SOXL vs ED
+421.8%
+9,190.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.4% | -12.4% | -11.4% |
| 7D | +26.9% | +2.1% | +24.8% | +26.0% |
| 30D | -47.2% | +10.4% | -57.6% | -49.7% |
| 3M | -59.9% | +12.5% | -72.4% | -62.1% |
| 6M | -68.3% | +14.9% | -83.2% | -71.1% |
| YTD | +38.8% | +24.8% | +14.0% | +19.7% |
| 1Y | +48.8% | +23.8% | +25.0% | +27.9% |
| 3Y | +196.5% | +51.6% | +144.9% | +92.4% |
| 5Y | -5.0% | +86.4% | -91.5% | -48.4% |
| 10Y | +1,914.5% | +145.4% | +1,769.1% | +676.7% |
| All | +9,612.4% | +421.8% | +9,190.6% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling