+4,921.3%
SOXL vs EW
+120.5%
+4,800.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.8% | +8.0% | +8.6% |
| 7D | +3.9% | -6.2% | +10.0% | +11.4% |
| 30D | -14.3% | -9.3% | -5.0% | -4.7% |
| 3M | -45.6% | -1.6% | -44.0% | -47.6% |
| 6M | +117.2% | -0.8% | +118.0% | +107.1% |
| YTD | +189.8% | -1.0% | +190.9% | +179.4% |
| 1Y | +317.7% | +8.2% | +309.6% | +255.5% |
| 3Y | +478.6% | +12.7% | +465.9% | +309.6% |
| 5Y | +169.5% | -30.2% | +199.7% | +319.6% |
| All | +4,921.3% | +120.5% | +4,800.8% | +2,822.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling