+9,612.4%
SOXL vs ES
+383.5%
+9,228.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.8% | -11.8% | -11.7% |
| 7D | +26.9% | +2.7% | +24.2% | +24.1% |
| 30D | -47.2% | +7.6% | -54.8% | -52.1% |
| 3M | -59.9% | +0.5% | -60.3% | -61.6% |
| 6M | -68.3% | +7.6% | -75.9% | -72.5% |
| YTD | +38.8% | +10.2% | +28.6% | +15.8% |
| 1Y | +48.8% | +1.8% | +47.0% | +31.0% |
| 3Y | +196.5% | +55.4% | +141.1% | +49.1% |
| 5Y | -5.0% | +7.3% | -12.4% | -28.5% |
| 10Y | +1,914.5% | +96.4% | +1,818.2% | +567.9% |
| All | +9,612.4% | +383.5% | +9,228.9% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling