+149.2%
SOXL vs EQT
+197.4%
-48.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.6% | -8.4% |
| 7D | +8.5% | -1.2% | +9.6% | +9.2% |
| 30D | -13.0% | +1.1% | -14.0% | -14.0% |
| 3M | -35.9% | +4.8% | -40.7% | -39.4% |
| 6M | +112.1% | -10.6% | +122.6% | +122.2% |
| YTD | +175.4% | +3.4% | +172.0% | +156.2% |
| 1Y | +304.9% | +8.7% | +296.2% | +264.4% |
| 3Y | +448.6% | +35.0% | +413.6% | +337.6% |
| All | +149.2% | +197.4% | -48.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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