+184.8%
SOXL vs FIVE
+35.6%
+149.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +4.8% |
| 7D | +18.4% | +1.7% | +16.7% | +16.6% |
| 30D | -3.2% | +5.0% | -8.2% | -9.2% |
| 3M | -37.6% | +29.5% | -67.1% | -52.6% |
| 6M | +136.1% | +12.4% | +123.6% | +100.8% |
| YTD | +199.5% | +31.2% | +168.3% | +120.8% |
| 1Y | +363.2% | +72.9% | +290.4% | +164.9% |
| 3Y | +496.5% | +53.0% | +443.5% | +214.0% |
| 5Y | +184.8% | +34.2% | +150.7% | +104.6% |
| All | +184.8% | +35.6% | +149.2% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling