+4,921.3%
SOXL vs EXEL
+375.2%
+4,546.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +6.6% |
| 7D | +3.9% | -4.9% | +8.8% | +6.9% |
| 30D | -14.3% | +11.4% | -25.7% | -20.2% |
| 3M | -45.6% | +4.9% | -50.5% | -48.1% |
| 6M | +117.2% | +34.4% | +82.8% | +80.0% |
| YTD | +189.8% | +28.0% | +161.8% | +147.0% |
| 1Y | +317.7% | +43.6% | +274.1% | +228.7% |
| 3Y | +478.6% | +155.2% | +323.4% | +189.5% |
| 5Y | +169.5% | +181.2% | -11.7% | +29.5% |
| All | +4,921.3% | +375.2% | +4,546.1% | +2,302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling