+317.7%
SOXL vs EL
+12.6%
+305.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.9% |
| 7D | +3.9% | -6.5% | +10.4% | +7.0% |
| 30D | -14.3% | +11.1% | -25.5% | -19.0% |
| 3M | -45.6% | +10.7% | -56.3% | -48.4% |
| 6M | +117.2% | +6.9% | +110.3% | +104.0% |
| YTD | +189.8% | -6.3% | +196.1% | +172.9% |
| 1Y | +317.7% | +13.5% | +304.3% | +246.4% |
| All | +317.7% | +12.6% | +305.1% | +246.4% |
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