+357.4%
SOXL vs EW
+11.0%
+346.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.8% |
| 7D | +5.3% | -0.3% | +5.7% | +5.5% |
| 30D | -11.2% | +1.0% | -12.2% | -11.9% |
| 3M | -55.4% | +2.8% | -58.2% | -56.7% |
| 6M | +107.1% | +5.5% | +101.6% | +96.7% |
| YTD | +179.0% | +5.5% | +173.6% | +163.0% |
| 1Y | +357.4% | +11.0% | +346.3% | +312.4% |
| All | +357.4% | +11.0% | +346.4% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling