+156.1%
SOXL vs ESI
+66.0%
+90.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.5% | -3.5% | +1.9% |
| 7D | +8.5% | -2.3% | +10.8% | +14.6% |
| 30D | -13.0% | -9.0% | -3.9% | +9.2% |
| 3M | -35.9% | -13.3% | -22.7% | +3.2% |
| 6M | +112.1% | +5.3% | +106.8% | +147.0% |
| YTD | +175.4% | +37.6% | +137.8% | +74.1% |
| 1Y | +304.9% | +33.6% | +271.3% | +180.1% |
| 3Y | +448.6% | +75.8% | +372.8% | +156.2% |
| 5Y | +156.1% | +68.6% | +87.5% | +94.9% |
| All | +156.1% | +66.0% | +90.1% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling