+4,921.3%
SOXL vs SRE
+122.3%
+4,799.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +6.0% |
| 7D | +3.9% | -0.8% | +4.7% | +4.8% |
| 30D | -14.3% | -3.0% | -11.3% | -12.6% |
| 3M | -45.6% | -8.3% | -37.3% | -41.6% |
| 6M | +117.2% | -8.9% | +126.1% | +131.7% |
| YTD | +189.8% | -4.3% | +194.1% | +192.7% |
| 1Y | +317.7% | +2.7% | +315.0% | +292.0% |
| 3Y | +478.6% | +28.7% | +450.0% | +304.9% |
| 5Y | +169.5% | +47.1% | +122.4% | +69.6% |
| All | +4,921.3% | +122.3% | +4,799.0% | +2,683.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling