+485.5%
SOXL vs FIVE
+56.6%
+429.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.5% |
| 7D | +16.4% | +3.7% | +12.7% | +13.4% |
| 30D | -12.1% | +4.0% | -16.1% | -15.5% |
| 3M | -41.7% | +36.2% | -77.9% | -54.7% |
| 6M | +157.4% | +18.0% | +139.4% | +120.5% |
| YTD | +193.3% | +34.9% | +158.4% | +128.4% |
| 1Y | +355.3% | +67.9% | +287.4% | +204.5% |
| All | +485.5% | +56.6% | +429.0% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling