+162.3%
SOXL vs EXE
+97.7%
+64.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +6.7% |
| 7D | +3.9% | -3.1% | +7.0% | +6.0% |
| 30D | -14.3% | -0.9% | -13.4% | -14.3% |
| 3M | -45.6% | +9.6% | -55.2% | -50.0% |
| 6M | +117.2% | -11.6% | +128.8% | +128.9% |
| YTD | +189.8% | -12.6% | +202.4% | +199.9% |
| 1Y | +317.7% | +1.2% | +316.6% | +280.6% |
| 3Y | +478.6% | +18.0% | +460.6% | +387.4% |
| All | +162.3% | +97.7% | +64.6% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling