+55.9%
SOXL vs EIX
+18.9%
+37.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -8.5% |
| 7D | -37.9% | +4.5% | -42.4% | -37.6% |
| 30D | -59.4% | +15.2% | -74.6% | -58.8% |
| 3M | -52.3% | -11.6% | -40.7% | -52.4% |
| 6M | -47.7% | -8.4% | -39.3% | -48.6% |
| YTD | +58.8% | +8.2% | +50.6% | +63.6% |
| 1Y | +55.9% | +16.6% | +39.3% | +60.8% |
| All | +55.9% | +18.9% | +37.0% | +60.8% |
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