+19,418.6%
SOXL vs ES
+373.4%
+19,045.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.0% |
| 30D | -11.2% | -2.0% | -9.2% | -9.9% |
| 3M | -55.4% | +1.7% | -57.0% | -57.8% |
| 6M | +107.1% | -3.5% | +110.7% | +104.2% |
| YTD | +179.0% | +7.9% | +171.1% | +145.5% |
| 1Y | +357.4% | +17.2% | +340.2% | +261.6% |
| 3Y | +397.5% | +29.3% | +368.2% | +212.3% |
| 5Y | +155.9% | -5.7% | +161.6% | +127.4% |
| 10Y | +4,301.6% | +85.2% | +4,216.4% | +1,529.6% |
| All | +19,418.6% | +373.4% | +19,045.2% | +573.3% |
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