+20,848.2%
SOXL vs ICE
+738.3%
+20,109.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.3% |
| 7D | +18.4% | -0.9% | +19.2% | +18.7% |
| 30D | -3.2% | +4.0% | -7.1% | -10.6% |
| 3M | -37.6% | +11.0% | -48.6% | -53.3% |
| 6M | +136.1% | -5.0% | +141.0% | +115.6% |
| YTD | +199.5% | -2.7% | +202.2% | +153.3% |
| 1Y | +363.2% | -8.6% | +371.9% | +321.9% |
| 3Y | +496.5% | +41.4% | +455.1% | +162.3% |
| 5Y | +184.8% | +39.9% | +145.0% | +49.0% |
| 10Y | +5,399.0% | +214.9% | +5,184.1% | +966.7% |
| All | +20,848.2% | +738.3% | +20,109.9% | +834.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling