+178.9%
SOXL vs ES
-3.1%
+182.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +16.4% | +1.4% | +15.0% | +16.0% |
| 30D | -12.1% | -1.2% | -10.9% | -11.9% |
| 3M | -41.7% | +5.0% | -46.7% | -43.3% |
| 6M | +157.4% | -2.8% | +160.2% | +156.1% |
| YTD | +193.3% | +8.6% | +184.7% | +178.3% |
| 1Y | +355.3% | +18.9% | +336.4% | +308.9% |
| 3Y | +484.2% | +32.1% | +452.0% | +364.7% |
| All | +178.9% | -3.1% | +182.1% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling