+14,583.6%
SOXL vs FIVE
+873.2%
+13,710.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -23.3% | +7.3% | -30.7% | -26.4% |
| 30D | -59.9% | +18.1% | -77.9% | -64.5% |
| 3M | -56.8% | +7.7% | -64.6% | -59.9% |
| 6M | -68.3% | +13.6% | -81.9% | -72.4% |
| YTD | +33.5% | +34.6% | -1.1% | +2.1% |
| 1Y | +24.8% | +66.2% | -41.5% | -20.1% |
| 3Y | +177.0% | +43.5% | +133.5% | +82.0% |
| 5Y | -0.2% | +20.7% | -20.9% | -15.4% |
| 10Y | +2,054.9% | +541.5% | +1,513.4% | +713.4% |
| All | +14,583.6% | +873.2% | +13,710.4% | +4,434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling