+19,418.6%
SOXL vs EW
+1,011.4%
+18,407.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.7% |
| 7D | +5.3% | -0.3% | +5.7% | +5.7% |
| 30D | -11.2% | +1.0% | -12.2% | -12.9% |
| 3M | -55.4% | +2.8% | -58.2% | -58.0% |
| 6M | +107.1% | +5.5% | +101.6% | +89.2% |
| YTD | +179.0% | +5.5% | +173.6% | +155.8% |
| 1Y | +357.4% | +11.0% | +346.3% | +292.3% |
| 3Y | +397.5% | +17.7% | +379.8% | +272.3% |
| 5Y | +155.9% | -25.7% | +181.6% | +257.8% |
| 10Y | +4,301.6% | +132.8% | +4,168.8% | +2,609.0% |
| All | +19,418.6% | +1,011.4% | +18,407.2% | +2,429.7% |
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