+136.1%
SOXL vs TE
-25.9%
+162.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +4.1% |
| 7D | +18.4% | +15.0% | +3.4% | +7.5% |
| 30D | -3.2% | -7.5% | +4.4% | 0.0% |
| 3M | -37.6% | -42.0% | +4.4% | -9.1% |
| 6M | +136.1% | -31.4% | +167.5% | +206.6% |
| All | +136.1% | -25.9% | +162.0% | +206.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling