+20,848.2%
SOXL vs ETR
+435.1%
+20,413.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +3.4% |
| 7D | +18.4% | +0.4% | +18.0% | +17.8% |
| 30D | -3.2% | +2.0% | -5.2% | -5.3% |
| 3M | -37.6% | -1.7% | -35.9% | -36.7% |
| 6M | +136.1% | +3.6% | +132.5% | +122.4% |
| YTD | +199.5% | +18.0% | +181.4% | +146.4% |
| 1Y | +363.2% | +26.2% | +337.0% | +258.2% |
| 3Y | +496.5% | +148.0% | +348.5% | +98.0% |
| 5Y | +184.8% | +126.1% | +58.8% | +3.9% |
| 10Y | +5,399.0% | +302.3% | +5,096.7% | +1,017.3% |
| All | +20,848.2% | +435.1% | +20,413.1% | +2,354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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