+449.8%
SOXL vs EXPE
+153.4%
+296.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.6% | -9.6% | -9.0% |
| 7D | +8.5% | -8.7% | +17.1% | +13.8% |
| 30D | -13.0% | -13.6% | +0.7% | -6.8% |
| 3M | -35.9% | +26.6% | -62.6% | -51.1% |
| 6M | +112.1% | +19.9% | +92.1% | +64.4% |
| YTD | +175.4% | -1.7% | +177.1% | +142.8% |
| 1Y | +304.9% | +29.4% | +275.4% | +163.7% |
| All | +449.8% | +153.4% | +296.4% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling