-35.9%
SOXL vs ET
+15.6%
-51.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.3% | -7.3% |
| 7D | +8.5% | +1.4% | +7.1% | +13.2% |
| 30D | -13.0% | +4.6% | -17.5% | +2.4% |
| 3M | -35.9% | +16.0% | -52.0% | +35.8% |
| All | -35.9% | +15.6% | -51.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3mo: compounded portfolio wealth divided by compounded ET 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…
3mo analysis · Full analysis span regression · Available span rolling