+4,921.3%
SOXL vs ICE
+220.6%
+4,700.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +3.7% |
| 7D | +3.9% | -2.4% | +6.3% | +7.6% |
| 30D | -14.3% | +4.0% | -18.3% | -20.9% |
| 3M | -45.6% | +13.7% | -59.3% | -60.9% |
| 6M | +117.2% | +0.9% | +116.2% | +81.2% |
| YTD | +189.8% | -2.1% | +192.0% | +143.2% |
| 1Y | +317.7% | -9.5% | +327.3% | +292.1% |
| 3Y | +478.6% | +42.1% | +436.5% | +130.8% |
| 5Y | +169.5% | +41.4% | +128.1% | +25.4% |
| All | +4,921.3% | +220.6% | +4,700.7% | +1,173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling