+162.3%
SOXL vs XME
+162.6%
-0.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +7.2% |
| 7D | +3.9% | -4.2% | +8.1% | +13.3% |
| 30D | -14.3% | -2.7% | -11.6% | -9.8% |
| 3M | -45.6% | -3.9% | -41.7% | -37.5% |
| 6M | +117.2% | -1.0% | +118.2% | +163.5% |
| YTD | +189.8% | +9.8% | +180.0% | +189.9% |
| 1Y | +317.7% | +32.5% | +285.2% | +192.9% |
| 3Y | +478.6% | +124.3% | +354.3% | +87.4% |
| All | +162.3% | +162.6% | -0.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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