+478.6%
SOXL vs ESI
+74.1%
+404.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.2% |
| 7D | +3.9% | -4.6% | +8.5% | +15.1% |
| 30D | -14.3% | -10.5% | -3.8% | +10.6% |
| 3M | -45.6% | -19.8% | -25.8% | +0.7% |
| 6M | +117.2% | +5.8% | +111.4% | +157.3% |
| YTD | +189.8% | +38.3% | +151.5% | +92.2% |
| 1Y | +317.7% | +31.5% | +286.2% | +217.6% |
| 3Y | +478.6% | +80.7% | +397.9% | +222.9% |
| All | +478.6% | +74.1% | +404.6% | +222.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling