+162.3%
SOXL vs TE
-48.1%
+210.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +5.0% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | -14.3% | -5.9% | -8.4% | -12.3% |
| 3M | -45.6% | -45.6% | 0.0% | -27.2% |
| 6M | +117.2% | -43.4% | +160.6% | +179.3% |
| YTD | +189.8% | -31.0% | +220.8% | +237.5% |
| 1Y | +317.7% | +145.2% | +172.5% | +162.4% |
| 3Y | +478.6% | -24.1% | +502.7% | +399.9% |
| All | +162.3% | -48.1% | +210.4% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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