+538.7%
SOXL vs TE
-53.2%
+591.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.7% | -1.3% | -5.2% |
| 7D | +8.5% | +0.9% | +7.6% | +8.1% |
| 30D | -13.0% | -16.3% | +3.3% | -7.0% |
| 3M | -35.9% | -40.8% | +4.8% | -17.0% |
| 6M | +112.1% | -42.6% | +154.7% | +170.4% |
| YTD | +175.4% | -31.4% | +206.9% | +221.1% |
| 1Y | +304.9% | +144.9% | +160.0% | +157.7% |
| 3Y | +448.6% | -26.0% | +474.6% | +363.0% |
| 5Y | +156.1% | -48.5% | +204.6% | +163.7% |
| All | +538.7% | -53.2% | +591.8% | +650.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling