+131.7%
SOXL vs ETHA
-30.2%
+161.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -8.0% |
| 7D | +8.5% | -2.4% | +10.9% | +10.2% |
| 30D | -13.0% | +30.9% | -43.9% | -30.7% |
| 3M | -35.9% | +51.1% | -87.1% | -54.2% |
| 6M | +112.1% | +20.5% | +91.5% | +85.0% |
| YTD | +175.4% | -17.3% | +192.7% | +208.2% |
| 1Y | +304.9% | -43.2% | +348.1% | +499.7% |
| All | +131.7% | -30.2% | +161.9% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling