+4,921.3%
SOXL vs EXPE
+169.0%
+4,752.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.0% |
| 7D | +3.9% | -5.8% | +9.6% | +8.5% |
| 30D | -14.3% | -13.6% | -0.7% | -5.5% |
| 3M | -45.6% | +25.2% | -70.8% | -61.1% |
| 6M | +117.2% | +22.3% | +94.8% | +54.9% |
| YTD | +189.8% | -0.3% | +190.1% | +136.2% |
| 1Y | +317.7% | +27.8% | +289.9% | +154.2% |
| 3Y | +478.6% | +162.4% | +316.2% | +72.7% |
| 5Y | +169.5% | +95.8% | +73.7% | +17.9% |
| All | +4,921.3% | +169.0% | +4,752.3% | +1,372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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