+1,233.9%
SOXL vs ESTC
+31.2%
+1,202.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.5% | +14.4% | +13.5% |
| 7D | +5.3% | -8.1% | +13.4% | +11.7% |
| 30D | -11.2% | +31.7% | -42.9% | -34.1% |
| 3M | -55.4% | +41.1% | -96.4% | -69.6% |
| 6M | +107.1% | +77.1% | +30.1% | +6.9% |
| YTD | +179.0% | +21.7% | +157.3% | +90.4% |
| 1Y | +357.4% | +8.4% | +349.0% | +234.2% |
| 3Y | +397.5% | +23.6% | +373.8% | +162.9% |
| 5Y | +155.9% | -46.5% | +202.4% | +214.8% |
| All | +1,233.9% | +31.2% | +1,202.7% | +502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling