+645.0%
SOXL vs EOSE
-60.6%
+705.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.5% |
| 7D | +3.9% | +1.8% | +2.1% | +3.3% |
| 30D | -14.3% | -6.8% | -7.5% | -13.0% |
| 3M | -45.6% | -36.3% | -9.3% | -37.1% |
| 6M | +117.2% | -38.8% | +155.9% | +155.4% |
| YTD | +189.8% | -65.5% | +255.4% | +287.4% |
| 1Y | +317.7% | -45.3% | +363.0% | +381.9% |
| 3Y | +478.6% | +44.2% | +434.5% | +317.6% |
| 5Y | +169.5% | -69.5% | +239.0% | +96.9% |
| All | +645.0% | -60.6% | +705.6% | +569.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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