+357.4%
SOXL vs ICE
-7.2%
+364.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.9% | +7.5% |
| 7D | +5.3% | -0.7% | +6.0% | +4.5% |
| 30D | -11.2% | +7.6% | -18.8% | -2.9% |
| 3M | -55.4% | +13.9% | -69.3% | -43.2% |
| 6M | +107.1% | -2.4% | +109.5% | +157.3% |
| YTD | +179.0% | +0.3% | +178.8% | +253.6% |
| 1Y | +357.4% | -6.4% | +363.8% | +454.3% |
| All | +357.4% | -7.2% | +364.5% | +454.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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