+20,415.5%
SOXL vs EXPE
+822.0%
+19,593.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.9% | +13.0% | +11.7% |
| 7D | +16.4% | -9.8% | +26.1% | +25.6% |
| 30D | -12.1% | -11.5% | -0.6% | -5.5% |
| 3M | -41.7% | +21.7% | -63.4% | -55.8% |
| 6M | +157.4% | +10.4% | +147.0% | +106.2% |
| YTD | +193.3% | -2.5% | +195.8% | +149.0% |
| 1Y | +355.3% | +27.3% | +328.0% | +193.3% |
| 3Y | +484.2% | +153.5% | +330.6% | +110.1% |
| 5Y | +182.7% | +91.1% | +91.6% | +44.5% |
| 10Y | +4,692.2% | +153.1% | +4,539.1% | +1,843.5% |
| All | +20,415.5% | +822.0% | +19,593.5% | +2,480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling