+357.4%
SOXL vs EIX
+7.5%
+349.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +10.0% |
| 7D | +5.3% | -19.1% | +24.4% | +3.9% |
| 30D | -11.2% | -16.9% | +5.7% | -11.6% |
| 3M | -55.4% | -20.0% | -35.4% | -55.9% |
| 6M | +107.1% | -21.3% | +128.5% | +102.5% |
| YTD | +179.0% | -1.7% | +180.7% | +187.2% |
| 1Y | +357.4% | +9.6% | +347.8% | +366.8% |
| All | +357.4% | +7.5% | +349.8% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling