+2,054.9%
SOXL vs EXPD
+329.8%
+1,725.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | -23.3% | -7.4% | -15.9% | -7.6% |
| 30D | -59.9% | -2.1% | -57.8% | -56.4% |
| 3M | -56.8% | +5.7% | -62.5% | -59.5% |
| 6M | -68.3% | +21.4% | -89.7% | -77.4% |
| YTD | +33.5% | +27.6% | +5.8% | -20.2% |
| 1Y | +24.8% | +36.1% | -11.3% | -34.2% |
| 3Y | +177.0% | +69.9% | +107.1% | -12.2% |
| 5Y | -0.2% | +59.7% | -59.9% | -55.8% |
| 10Y | +2,054.9% | +323.0% | +1,731.9% | +181.7% |
| All | +2,054.9% | +329.8% | +1,725.1% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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