+19,165.6%
SOXL vs XEL
+528.3%
+18,637.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -7.1% |
| 7D | +8.5% | -1.2% | +9.7% | +9.7% |
| 30D | -13.0% | -2.9% | -10.1% | -10.7% |
| 3M | -35.9% | -2.7% | -33.2% | -35.3% |
| 6M | +112.1% | -6.5% | +118.6% | +119.5% |
| YTD | +175.4% | +3.6% | +171.8% | +156.6% |
| 1Y | +304.9% | +7.5% | +297.4% | +258.6% |
| 3Y | +448.6% | +46.3% | +402.2% | +198.0% |
| 5Y | +156.1% | +30.5% | +125.6% | +58.1% |
| 10Y | +4,957.3% | +151.4% | +4,805.9% | +1,281.8% |
| All | +19,165.6% | +528.3% | +18,637.3% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling