+20,848.2%
SOXL vs EXEL
+842.3%
+20,005.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +18.4% | -0.3% | +18.7% | +18.5% |
| 30D | -3.2% | +10.1% | -13.3% | -8.0% |
| 3M | -37.6% | +10.1% | -47.7% | -41.0% |
| 6M | +136.1% | +37.7% | +98.4% | +102.1% |
| YTD | +199.5% | +33.1% | +166.4% | +160.6% |
| 1Y | +363.2% | +52.4% | +310.9% | +275.6% |
| 3Y | +496.5% | +163.8% | +332.7% | +252.0% |
| 5Y | +184.8% | +198.5% | -13.7% | +63.2% |
| 10Y | +5,399.0% | +386.9% | +5,012.1% | +2,429.4% |
| All | +20,848.2% | +842.3% | +20,005.8% | +4,432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling