+196.5%
SOXL vs ESTC
+14.8%
+181.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.0% | -10.0% | -10.5% |
| 7D | +26.9% | +2.4% | +24.5% | +25.9% |
| 30D | -47.2% | -4.2% | -43.0% | -44.2% |
| 3M | -59.9% | +2.5% | -62.3% | -59.9% |
| 6M | -68.3% | +81.5% | -149.8% | -76.7% |
| YTD | +38.8% | +16.8% | +22.0% | +24.8% |
| 1Y | +48.8% | -3.5% | +52.2% | +50.4% |
| 3Y | +196.5% | +17.7% | +178.8% | +211.2% |
| All | +196.5% | +14.8% | +181.7% | +211.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling