+55.9%
SOXL vs FIVE
+63.3%
-7.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.7% | -15.5% | -12.6% |
| 7D | -37.9% | +7.5% | -45.4% | -40.6% |
| 30D | -59.4% | +16.7% | -76.1% | -63.2% |
| 3M | -52.3% | +13.4% | -65.7% | -57.3% |
| 6M | -47.7% | +9.0% | -56.7% | -51.3% |
| YTD | +58.8% | +33.8% | +25.0% | +16.3% |
| 1Y | +55.9% | +61.2% | -5.3% | -8.9% |
| All | +55.9% | +63.3% | -7.4% | -8.9% |
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