+156.1%
SOXL vs EIX
+22.7%
+133.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.8% | -7.3% |
| 7D | +8.5% | +0.8% | +7.7% | +8.0% |
| 30D | -13.0% | -18.8% | +5.8% | -5.6% |
| 3M | -35.9% | -19.7% | -16.2% | -31.3% |
| 6M | +112.1% | -18.2% | +130.3% | +121.6% |
| YTD | +175.4% | -1.7% | +177.2% | +144.3% |
| 1Y | +304.9% | +7.8% | +297.1% | +225.7% |
| 3Y | +448.6% | -5.6% | +454.2% | +336.4% |
| 5Y | +156.1% | +23.7% | +132.4% | +55.8% |
| All | +156.1% | +22.7% | +133.4% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling