+357.4%
SOXL vs SRE
+4.7%
+352.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.5% | +10.0% |
| 7D | +5.3% | -0.3% | +5.7% | +5.5% |
| 30D | -11.2% | -0.7% | -10.5% | -11.0% |
| 3M | -55.4% | -6.3% | -49.0% | -54.6% |
| 6M | +107.1% | -10.7% | +117.8% | +115.0% |
| YTD | +179.0% | -3.5% | +182.5% | +176.2% |
| 1Y | +357.4% | +5.3% | +352.1% | +391.3% |
| All | +357.4% | +4.7% | +352.7% | +391.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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