+196.5%
SOXL vs EXC
+31.9%
+164.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.4% | -12.4% | -9.2% |
| 7D | +26.9% | +1.4% | +25.5% | +29.4% |
| 30D | -47.2% | +8.6% | -55.8% | -39.6% |
| 3M | -59.9% | +2.4% | -62.2% | -57.1% |
| 6M | -68.3% | +6.5% | -74.8% | -63.6% |
| YTD | +38.8% | +9.0% | +29.8% | +65.3% |
| 1Y | +48.8% | +4.6% | +44.2% | +71.2% |
| 3Y | +196.5% | +33.5% | +163.0% | +343.6% |
| All | +196.5% | +31.9% | +164.6% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling