+9,612.4%
SOXL vs EW
+1,224.6%
+8,387.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -12.3% |
| 7D | +26.9% | +4.9% | +22.0% | +21.3% |
| 30D | -47.2% | +23.9% | -71.2% | -58.1% |
| 3M | -59.9% | +15.8% | -75.6% | -66.5% |
| 6M | -68.3% | +31.7% | -100.0% | -77.6% |
| YTD | +38.8% | +25.7% | +13.2% | +3.6% |
| 1Y | +48.8% | +24.4% | +24.4% | +12.6% |
| 3Y | +196.5% | +65.9% | +130.6% | +50.6% |
| 5Y | -5.0% | -7.6% | +2.6% | +3.3% |
| 10Y | +1,914.5% | +253.2% | +1,661.3% | +756.3% |
| All | +9,612.4% | +1,224.6% | +8,387.8% | +924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling