+196.5%
SOXL vs ES
+53.3%
+143.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.8% | -11.8% | -10.8% |
| 7D | +26.9% | +2.7% | +24.2% | +27.8% |
| 30D | -47.2% | +7.6% | -54.8% | -45.8% |
| 3M | -59.9% | +0.5% | -60.3% | -59.1% |
| 6M | -68.3% | +7.6% | -75.9% | -67.8% |
| YTD | +38.8% | +10.2% | +28.6% | +40.9% |
| 1Y | +48.8% | +1.8% | +47.0% | +50.8% |
| 3Y | +196.5% | +55.4% | +141.1% | +151.0% |
| All | +196.5% | +53.3% | +143.2% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling