+563.7%
SOXL vs ESTC
+25.9%
+537.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.0% | -10.0% | -10.2% |
| 7D | +26.9% | +2.4% | +24.5% | +25.1% |
| 30D | -47.2% | -4.2% | -43.0% | -42.3% |
| 3M | -59.9% | +2.5% | -62.3% | -61.2% |
| 6M | -68.3% | +81.5% | -149.8% | -82.3% |
| YTD | +38.8% | +16.8% | +22.0% | +2.8% |
| 1Y | +48.8% | -3.5% | +52.2% | +29.6% |
| 3Y | +196.5% | +17.7% | +178.8% | +73.7% |
| 5Y | -5.0% | -51.7% | +46.7% | +35.3% |
| All | +563.7% | +25.9% | +537.8% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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