+1,948.9%
SOXL vs FIVE
+504.2%
+1,444.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.2% | -10.8% | -10.8% |
| 7D | +26.9% | +2.7% | +24.2% | +24.4% |
| 30D | -47.2% | +12.7% | -59.9% | -52.0% |
| 3M | -59.9% | +2.1% | -61.9% | -61.3% |
| 6M | -68.3% | +17.5% | -85.8% | -73.8% |
| YTD | +38.8% | +31.0% | +7.9% | +3.6% |
| 1Y | +48.8% | +67.7% | -18.9% | -13.2% |
| 3Y | +196.5% | +43.4% | +153.1% | +75.7% |
| 5Y | -5.0% | +18.1% | -23.1% | -23.5% |
| All | +1,948.9% | +504.2% | +1,444.7% | +688.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling