+19,165.6%
SOXL vs EOG
+331.1%
+18,834.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.3% | -8.3% |
| 7D | +8.5% | +1.0% | +7.4% | +7.4% |
| 30D | -13.0% | +2.8% | -15.8% | -15.5% |
| 3M | -35.9% | +5.9% | -41.8% | -42.9% |
| 6M | +112.1% | +17.1% | +95.0% | +65.6% |
| YTD | +175.4% | +43.9% | +131.5% | +74.8% |
| 1Y | +304.9% | +26.9% | +278.0% | +187.6% |
| 3Y | +448.6% | +23.6% | +425.0% | +311.5% |
| 5Y | +156.1% | +178.1% | -22.0% | -15.7% |
| 10Y | +4,957.3% | +119.8% | +4,837.5% | +1,631.2% |
| All | +19,165.6% | +331.1% | +18,834.5% | +2,839.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling