+4,921.3%
SOXL vs EVRG
+113.9%
+4,807.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.0% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -14.3% | -1.2% | -13.1% | -13.6% |
| 3M | -45.6% | -0.6% | -45.0% | -46.3% |
| 6M | +117.2% | +2.4% | +114.8% | +105.3% |
| YTD | +189.8% | +15.5% | +174.4% | +143.5% |
| 1Y | +317.7% | +16.8% | +300.9% | +244.9% |
| 3Y | +478.6% | +75.0% | +403.6% | +198.6% |
| 5Y | +169.5% | +49.3% | +120.2% | +67.7% |
| All | +4,921.3% | +113.9% | +4,807.4% | +2,710.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling