+55.9%
SOXL vs ESI
+27.8%
+28.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.6% | -4.2% | +1.2% |
| 7D | -37.9% | -6.6% | -31.3% | -26.5% |
| 30D | -59.4% | -10.9% | -48.5% | -45.1% |
| 3M | -52.3% | -13.8% | -38.5% | -28.6% |
| 6M | -47.7% | -21.5% | -26.1% | +16.4% |
| YTD | +58.8% | +34.7% | +24.1% | +57.7% |
| 1Y | +55.9% | +24.9% | +31.0% | +78.2% |
| All | +55.9% | +27.8% | +28.1% | +78.2% |
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