+4,671.5%
SOXL vs EXPD
+324.8%
+4,346.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.5% | -8.6% | -9.0% |
| 7D | +8.5% | +1.2% | +7.3% | +6.0% |
| 30D | -13.0% | +6.8% | -19.8% | -22.6% |
| 3M | -35.9% | +14.9% | -50.9% | -50.9% |
| 6M | +112.1% | +34.6% | +77.4% | +19.3% |
| YTD | +175.4% | +27.7% | +147.7% | +59.3% |
| 1Y | +304.9% | +57.7% | +247.2% | +43.3% |
| 3Y | +448.6% | +70.9% | +377.7% | +68.3% |
| 5Y | +156.1% | +59.5% | +96.6% | +9.5% |
| All | +4,671.5% | +324.8% | +4,346.7% | +518.2% |
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