+13,741.8%
SOXL vs ESI
+226.4%
+13,515.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +4.4% |
| 7D | +16.4% | +5.4% | +11.0% | +9.3% |
| 30D | -12.1% | -4.2% | -7.9% | -5.7% |
| 3M | -41.7% | -9.6% | -32.1% | -24.8% |
| 6M | +157.4% | +18.3% | +139.1% | +164.5% |
| YTD | +193.3% | +45.8% | +147.5% | +138.2% |
| 1Y | +355.3% | +39.2% | +316.2% | +304.8% |
| 3Y | +484.2% | +86.3% | +397.9% | +384.0% |
| 5Y | +182.7% | +76.2% | +106.4% | +223.7% |
| 10Y | +4,692.2% | +306.8% | +4,385.5% | +3,325.9% |
| All | +13,741.8% | +226.4% | +13,515.4% | +12,383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling