+162.3%
SOXL vs XEL
+29.8%
+132.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | -14.3% | -3.9% | -10.4% | -13.7% |
| 3M | -45.6% | -2.8% | -42.8% | -45.6% |
| 6M | +117.2% | -5.4% | +122.6% | +118.3% |
| YTD | +189.8% | +3.8% | +186.1% | +184.8% |
| 1Y | +317.7% | +6.8% | +310.9% | +305.7% |
| 3Y | +478.6% | +45.6% | +433.0% | +375.1% |
| All | +162.3% | +29.8% | +132.5% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling