+1,106.0%
SOXL vs EQH
+234.7%
+871.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +3.3% |
| 7D | +3.9% | +0.7% | +3.2% | +2.6% |
| 30D | -14.3% | +2.8% | -17.1% | -18.6% |
| 3M | -45.6% | +23.1% | -68.7% | -61.7% |
| 6M | +117.2% | +41.4% | +75.8% | +23.0% |
| YTD | +189.8% | +14.3% | +175.6% | +121.2% |
| 1Y | +317.7% | +1.6% | +316.1% | +269.5% |
| 3Y | +478.6% | +102.7% | +375.9% | +120.2% |
| 5Y | +169.5% | +104.5% | +65.0% | +29.8% |
| All | +1,106.0% | +234.7% | +871.3% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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