+162.3%
SOXL vs SRE
+45.6%
+116.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.7% |
| 3M | -45.6% | -8.3% | -37.3% | -41.8% |
| 6M | +117.2% | -8.9% | +126.1% | +130.8% |
| YTD | +189.8% | -4.3% | +194.1% | +191.9% |
| 1Y | +317.7% | +2.7% | +315.0% | +291.4% |
| 3Y | +478.6% | +28.7% | +450.0% | +288.4% |
| All | +162.3% | +45.6% | +116.7% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling