+4,921.3%
SOXL vs ES
+82.1%
+4,839.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.7% |
| 7D | +3.9% | -3.6% | +7.4% | +6.4% |
| 30D | -14.3% | -4.2% | -10.1% | -12.1% |
| 3M | -45.6% | +0.1% | -45.7% | -46.9% |
| 6M | +117.2% | -6.2% | +123.4% | +119.4% |
| YTD | +189.8% | +4.1% | +185.8% | +169.3% |
| 1Y | +317.7% | +10.2% | +307.6% | +264.0% |
| 3Y | +478.6% | +26.1% | +452.5% | +310.3% |
| 5Y | +169.5% | -5.3% | +174.8% | +152.5% |
| All | +4,921.3% | +82.1% | +4,839.2% | +3,892.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling