+357.4%
SOXL vs FIVE
+66.7%
+290.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.8% | +5.3% |
| 7D | +5.3% | +4.3% | +1.1% | +1.7% |
| 30D | -11.2% | +12.5% | -23.7% | -21.8% |
| 3M | -55.4% | +31.2% | -86.6% | -66.0% |
| 6M | +107.1% | +14.4% | +92.8% | +75.2% |
| YTD | +179.0% | +33.9% | +145.1% | +90.7% |
| 1Y | +357.4% | +65.1% | +292.3% | +133.3% |
| All | +357.4% | +66.7% | +290.7% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling