+143.8%
SOXL vs ETHA
-27.9%
+171.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | +2.8% |
| 7D | +3.9% | +3.5% | +0.4% | +1.3% |
| 30D | -14.3% | +35.3% | -49.6% | -33.4% |
| 3M | -45.6% | +50.9% | -96.5% | -61.2% |
| 6M | +117.2% | +22.1% | +95.1% | +87.6% |
| YTD | +189.8% | -14.6% | +204.4% | +216.8% |
| 1Y | +317.7% | -42.8% | +360.5% | +515.3% |
| All | +143.8% | -27.9% | +171.7% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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