+165.7%
SOXL vs GEV
+735.9%
-570.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +0.4% |
| 7D | +3.9% | +1.6% | +2.2% | +1.8% |
| 30D | -14.3% | -7.9% | -6.4% | -3.2% |
| 3M | -45.6% | +5.6% | -51.2% | -43.6% |
| 6M | +117.2% | +13.1% | +104.1% | +120.2% |
| YTD | +189.8% | +46.7% | +143.1% | +119.0% |
| 1Y | +317.7% | +51.3% | +266.4% | +203.3% |
| All | +165.7% | +735.9% | -570.3% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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