+184.8%
SOXL vs ESTC
-46.4%
+231.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.6% |
| 7D | +18.4% | -3.3% | +21.7% | +20.0% |
| 30D | -3.2% | +13.4% | -16.6% | -17.1% |
| 3M | -37.6% | +41.3% | -78.9% | -56.5% |
| 6M | +136.1% | +62.6% | +73.5% | +39.9% |
| YTD | +199.5% | +14.8% | +184.7% | +124.9% |
| 1Y | +363.2% | -5.1% | +368.3% | +297.2% |
| 3Y | +496.5% | +11.2% | +485.3% | +273.5% |
| 5Y | +184.8% | -47.0% | +231.8% | +219.8% |
| All | +184.8% | -46.4% | +231.2% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling