+10,896.4%
SOXL vs EXPD
+548.6%
+10,347.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +2.9% | +14.9% | +12.6% |
| 7D | -1.0% | -1.6% | +0.6% | +7.0% |
| 30D | -48.6% | +0.6% | -49.2% | -46.5% |
| 3M | -50.3% | +9.8% | -60.1% | -56.2% |
| 6M | -65.3% | +25.8% | -91.1% | -76.6% |
| YTD | +57.2% | +31.3% | +25.9% | -9.1% |
| 1Y | +58.0% | +40.9% | +17.1% | -20.0% |
| 3Y | +226.2% | +74.7% | +151.5% | +5.1% |
| 5Y | +10.5% | +62.9% | -52.4% | -49.3% |
| 10Y | +2,180.9% | +334.3% | +1,846.5% | +143.0% |
| All | +10,896.4% | +548.6% | +10,347.8% | +562.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling