+4,921.3%
SOXL vs ESI
+312.8%
+4,608.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.4% |
| 7D | +3.9% | -4.6% | +8.5% | +12.6% |
| 30D | -14.3% | -10.5% | -3.8% | +4.9% |
| 3M | -45.6% | -19.8% | -25.8% | -10.3% |
| 6M | +117.2% | +5.8% | +111.4% | +156.8% |
| YTD | +189.8% | +38.3% | +151.5% | +124.6% |
| 1Y | +317.7% | +31.5% | +286.2% | +263.7% |
| 3Y | +478.6% | +80.7% | +397.9% | +310.4% |
| 5Y | +169.5% | +69.4% | +100.1% | +189.7% |
| All | +4,921.3% | +312.8% | +4,608.5% | +2,643.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling