-8.6%
SOXL vs EXPD
+61.0%
-69.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.7% | +19.6% | +17.7% |
| 7D | -17.6% | -5.5% | -12.1% | -5.4% |
| 30D | -59.8% | -1.9% | -57.9% | -56.7% |
| 3M | -59.9% | +6.1% | -66.0% | -62.3% |
| 6M | -68.2% | +21.6% | -89.8% | -76.6% |
| YTD | +33.8% | +27.9% | +5.9% | -16.0% |
| 1Y | +34.7% | +39.4% | -4.7% | -27.8% |
| 3Y | +211.0% | +72.7% | +138.4% | +0.6% |
| 5Y | -8.6% | +60.3% | -68.9% | -63.9% |
| All | -8.6% | +61.0% | -69.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling