+162.3%
SOXL vs EOG
+169.9%
-7.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | +1.5% | +2.4% | +2.9% |
| 30D | -14.3% | +2.9% | -17.3% | -16.1% |
| 3M | -45.6% | +8.7% | -54.3% | -50.4% |
| 6M | +117.2% | +12.9% | +104.3% | +84.4% |
| YTD | +189.8% | +43.8% | +146.0% | +98.3% |
| 1Y | +317.7% | +27.1% | +290.7% | +216.9% |
| 3Y | +478.6% | +25.9% | +452.7% | +354.8% |
| All | +162.3% | +169.9% | -7.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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