+20,415.5%
SOXL vs EL
+304.2%
+20,111.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +7.7% |
| 7D | +16.4% | +1.7% | +14.7% | +14.0% |
| 30D | -12.1% | +15.5% | -27.6% | -30.9% |
| 3M | -41.7% | +20.6% | -62.3% | -57.3% |
| 6M | +157.4% | +10.5% | +146.9% | +99.2% |
| YTD | +193.3% | -1.9% | +195.2% | +146.8% |
| 1Y | +355.3% | +16.1% | +339.3% | +200.8% |
| 3Y | +484.2% | -30.2% | +514.4% | +506.1% |
| 5Y | +182.7% | -67.4% | +250.0% | +1,129.5% |
| 10Y | +4,692.2% | +31.2% | +4,661.0% | +3,540.9% |
| All | +20,415.5% | +304.2% | +20,111.3% | +3,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling