-4.8%
SOXL vs EW
-7.9%
+3.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -12.3% |
| 7D | +26.9% | +4.9% | +22.0% | +21.2% |
| 30D | -47.2% | +23.9% | -71.2% | -58.2% |
| 3M | -59.9% | +15.8% | -75.6% | -66.5% |
| 6M | -68.3% | +31.7% | -100.0% | -77.8% |
| YTD | +38.8% | +25.7% | +13.2% | +2.8% |
| 1Y | +48.8% | +24.4% | +24.4% | +11.8% |
| 3Y | +196.5% | +65.9% | +130.6% | +30.0% |
| All | -4.8% | -7.9% | +3.1% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling