+4,921.3%
SOXL vs EXR
+151.8%
+4,769.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +4.4% |
| 7D | +3.9% | -1.2% | +5.0% | +4.9% |
| 30D | -14.3% | -6.2% | -8.1% | -9.4% |
| 3M | -45.6% | -7.4% | -38.2% | -44.4% |
| 6M | +117.2% | -0.5% | +117.7% | +109.6% |
| YTD | +189.8% | +8.1% | +181.8% | +155.6% |
| 1Y | +317.7% | -2.9% | +320.6% | +303.1% |
| 3Y | +478.6% | +22.9% | +455.7% | +334.1% |
| 5Y | +169.5% | -10.2% | +179.7% | +202.0% |
| All | +4,921.3% | +151.8% | +4,769.5% | +2,958.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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