+9,612.4%
SOXL vs EXC
+173.7%
+9,438.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.4% | -12.4% | -12.3% |
| 7D | +26.9% | +1.4% | +25.5% | +25.1% |
| 30D | -47.2% | +8.6% | -55.8% | -52.8% |
| 3M | -59.9% | +2.4% | -62.2% | -62.1% |
| 6M | -68.3% | +6.5% | -74.8% | -72.6% |
| YTD | +38.8% | +9.0% | +29.8% | +12.5% |
| 1Y | +48.8% | +4.6% | +44.2% | +25.1% |
| 3Y | +196.5% | +33.5% | +163.0% | +55.3% |
| 5Y | -5.0% | +41.4% | -46.4% | -52.5% |
| 10Y | +1,914.5% | +204.3% | +1,710.3% | +398.8% |
| All | +9,612.4% | +173.7% | +9,438.7% | +2,661.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling