+1,285.5%
SOXL vs ESTC
+19.1%
+1,266.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -9.2% | +13.0% | +12.0% |
| 30D | -14.3% | +8.1% | -22.4% | -25.4% |
| 3M | -45.6% | +38.5% | -84.1% | -63.2% |
| 6M | +117.2% | +57.8% | +59.4% | +23.5% |
| YTD | +189.8% | +10.5% | +179.3% | +113.2% |
| 1Y | +317.7% | -6.4% | +324.1% | +245.8% |
| 3Y | +478.6% | +4.7% | +474.0% | +255.8% |
| 5Y | +169.5% | -47.8% | +217.3% | +233.3% |
| All | +1,285.5% | +19.1% | +1,266.4% | +574.5% |
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