+55.9%
SOXL vs EW
+19.7%
+36.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.4% | -13.2% | -10.2% |
| 7D | -37.9% | +8.3% | -46.2% | -39.4% |
| 30D | -59.4% | +13.9% | -73.3% | -61.0% |
| 3M | -52.3% | +10.9% | -63.2% | -54.0% |
| 6M | -47.7% | +19.2% | -66.9% | -53.7% |
| YTD | +58.8% | +16.6% | +42.2% | +47.1% |
| 1Y | +55.9% | +18.1% | +37.8% | +43.4% |
| All | +55.9% | +19.7% | +36.2% | +43.4% |
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