+4,671.5%
SOXL vs FIVE
+483.6%
+4,187.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.4% | -5.7% | -5.8% |
| 7D | +8.5% | +0.6% | +7.9% | +8.2% |
| 30D | -13.0% | +3.0% | -16.0% | -16.5% |
| 3M | -35.9% | +23.2% | -59.1% | -48.2% |
| 6M | +112.1% | +9.2% | +102.9% | +86.9% |
| YTD | +175.4% | +28.1% | +147.3% | +110.6% |
| 1Y | +304.9% | +65.3% | +239.6% | +147.5% |
| 3Y | +448.6% | +49.4% | +399.2% | +211.6% |
| 5Y | +156.1% | +29.5% | +126.6% | +90.9% |
| All | +4,671.5% | +483.6% | +4,187.8% | +1,730.1% |
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