+55.9%
SOXL vs EL
+25.6%
+30.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.3% | -15.1% | -10.8% |
| 7D | -37.9% | +2.5% | -40.4% | -38.4% |
| 30D | -59.4% | +20.1% | -79.5% | -62.3% |
| 3M | -52.3% | +29.3% | -81.6% | -57.3% |
| 6M | -47.7% | +38.8% | -86.5% | -55.5% |
| YTD | +58.8% | +8.1% | +50.6% | +35.6% |
| 1Y | +55.9% | +22.3% | +33.6% | +14.7% |
| All | +55.9% | +25.6% | +30.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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