+317.7%
SOXL vs FIVE
+66.5%
+251.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +4.0% |
| 7D | +3.9% | -3.0% | +6.9% | +6.9% |
| 30D | -14.3% | +2.7% | -17.0% | -17.8% |
| 3M | -45.6% | +21.1% | -66.7% | -55.5% |
| 6M | +117.2% | +11.9% | +105.3% | +84.1% |
| YTD | +189.8% | +29.9% | +160.0% | +99.5% |
| 1Y | +317.7% | +67.8% | +249.9% | +99.7% |
| All | +317.7% | +66.5% | +251.3% | +99.7% |
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