+20,415.5%
SOXL vs ED
+366.9%
+20,048.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.8% |
| 7D | +16.4% | +0.5% | +15.9% | +16.1% |
| 30D | -12.1% | +1.1% | -13.2% | -12.6% |
| 3M | -41.7% | +4.6% | -46.3% | -43.9% |
| 6M | +157.4% | -2.0% | +159.4% | +152.0% |
| YTD | +193.3% | +11.7% | +181.6% | +166.8% |
| 1Y | +355.3% | +15.7% | +339.6% | +298.8% |
| 3Y | +484.2% | +34.4% | +449.8% | +302.7% |
| 5Y | +182.7% | +67.3% | +115.4% | +60.5% |
| 10Y | +4,692.2% | +104.0% | +4,588.2% | +2,028.5% |
| All | +20,415.5% | +366.9% | +20,048.6% | +908.9% |
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