+478.6%
SOXL vs EL
-34.0%
+512.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.8% |
| 7D | +3.9% | -6.5% | +10.4% | +8.7% |
| 30D | -14.3% | +11.1% | -25.5% | -22.1% |
| 3M | -45.6% | +10.7% | -56.3% | -50.8% |
| 6M | +117.2% | +6.9% | +110.3% | +98.1% |
| YTD | +189.8% | -6.3% | +196.1% | +181.4% |
| 1Y | +317.7% | +13.5% | +304.3% | +249.0% |
| 3Y | +478.6% | -33.1% | +511.7% | +503.0% |
| All | +478.6% | -34.0% | +512.6% | +503.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling