+449.8%
SOXL vs EXE
+18.1%
+431.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.3% | -8.2% |
| 7D | +8.5% | -2.2% | +10.7% | +9.8% |
| 30D | -13.0% | -0.8% | -12.2% | -13.0% |
| 3M | -35.9% | +10.0% | -46.0% | -41.1% |
| 6M | +112.1% | -6.3% | +118.4% | +116.1% |
| YTD | +175.4% | -10.7% | +186.1% | +183.9% |
| 1Y | +304.9% | +2.7% | +302.2% | +253.2% |
| All | +449.8% | +18.1% | +431.7% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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