+484.2%
SOXL vs EXPD
+66.3%
+417.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +6.9% |
| 7D | +16.4% | -0.9% | +17.3% | +17.6% |
| 30D | -12.1% | +4.1% | -16.2% | -15.9% |
| 3M | -41.7% | +13.8% | -55.5% | -50.3% |
| 6M | +157.4% | +27.3% | +130.1% | +90.1% |
| YTD | +193.3% | +25.4% | +167.9% | +112.2% |
| 1Y | +355.3% | +54.4% | +301.0% | +133.2% |
| 3Y | +484.2% | +67.9% | +416.3% | +148.5% |
| All | +484.2% | +66.3% | +417.9% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling