+184.8%
SOXL vs EXC
+46.0%
+138.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +18.4% | +0.3% | +18.0% | +18.3% |
| 30D | -3.2% | -0.9% | -2.3% | -3.1% |
| 3M | -37.6% | -2.7% | -34.9% | -37.9% |
| 6M | +136.1% | -9.4% | +145.4% | +137.8% |
| YTD | +199.5% | +3.0% | +196.4% | +188.4% |
| 1Y | +363.2% | +5.1% | +358.1% | +339.7% |
| 3Y | +496.5% | +20.6% | +475.9% | +381.5% |
| 5Y | +184.8% | +45.7% | +139.1% | +87.6% |
| All | +184.8% | +46.0% | +138.8% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling