+357.4%
SOXL vs ESI
+44.5%
+312.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +6.9% | +3.7% |
| 7D | +5.3% | +3.3% | +2.0% | -1.4% |
| 30D | -11.2% | -5.9% | -5.3% | +2.7% |
| 3M | -55.4% | -14.1% | -41.3% | -25.5% |
| 6M | +107.1% | +6.6% | +100.6% | +162.1% |
| YTD | +179.0% | +45.0% | +134.0% | +102.8% |
| 1Y | +357.4% | +41.5% | +315.9% | +271.5% |
| All | +357.4% | +44.5% | +312.8% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling