+478.6%
SOXL vs XEL
+46.5%
+432.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.3% |
| 7D | +3.9% | -0.3% | +4.2% | +3.7% |
| 30D | -14.3% | -3.9% | -10.4% | -15.7% |
| 3M | -45.6% | -2.8% | -42.8% | -46.1% |
| 6M | +117.2% | -5.4% | +122.6% | +113.2% |
| YTD | +189.8% | +3.8% | +186.1% | +196.7% |
| 1Y | +317.7% | +6.8% | +310.9% | +334.4% |
| 3Y | +478.6% | +45.6% | +433.0% | +640.3% |
| All | +478.6% | +46.5% | +432.1% | +640.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling