+162.3%
SOXL vs EXPE
+92.3%
+70.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.0% |
| 7D | +3.9% | -5.8% | +9.6% | +8.4% |
| 30D | -14.3% | -13.6% | -0.7% | -5.6% |
| 3M | -45.6% | +25.2% | -70.8% | -61.4% |
| 6M | +117.2% | +22.3% | +94.8% | +53.2% |
| YTD | +189.8% | -0.3% | +190.1% | +135.9% |
| 1Y | +317.7% | +27.8% | +289.9% | +146.3% |
| 3Y | +478.6% | +162.4% | +316.2% | +48.7% |
| All | +162.3% | +92.3% | +70.0% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling