+20,848.2%
SOXL vs SRE
+464.8%
+20,383.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.7% |
| 7D | +18.4% | +1.5% | +16.9% | +16.3% |
| 30D | -3.2% | +0.8% | -4.0% | -5.4% |
| 3M | -37.6% | -5.8% | -31.8% | -34.4% |
| 6M | +136.1% | -7.8% | +143.9% | +150.5% |
| YTD | +199.5% | -2.4% | +201.8% | +195.0% |
| 1Y | +363.2% | +8.9% | +354.3% | +299.0% |
| 3Y | +496.5% | +31.1% | +465.4% | +277.5% |
| 5Y | +184.8% | +48.6% | +136.2% | +56.7% |
| 10Y | +5,399.0% | +126.1% | +5,272.9% | +1,484.8% |
| All | +20,848.2% | +464.8% | +20,383.3% | +523.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling