+317.7%
SOXL vs SRE
+4.6%
+313.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.5% |
| 7D | +3.9% | -0.8% | +4.7% | +4.2% |
| 30D | -14.3% | -3.0% | -11.3% | -13.3% |
| 3M | -45.6% | -8.3% | -37.3% | -43.9% |
| 6M | +117.2% | -8.9% | +126.1% | +121.7% |
| YTD | +189.8% | -4.3% | +194.1% | +187.0% |
| 1Y | +317.7% | +2.7% | +315.0% | +363.9% |
| All | +317.7% | +4.6% | +313.2% | +363.9% |
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 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