+20,848.2%
SOXL vs XME
+165.4%
+20,682.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +3.1% |
| 7D | +18.4% | -0.2% | +18.6% | +18.8% |
| 30D | -3.2% | +1.4% | -4.6% | -5.4% |
| 3M | -37.6% | +2.7% | -40.3% | -35.5% |
| 6M | +136.1% | +6.5% | +129.6% | +152.1% |
| YTD | +199.5% | +15.2% | +184.3% | +187.6% |
| 1Y | +363.2% | +43.5% | +319.7% | +223.7% |
| 3Y | +496.5% | +135.9% | +360.6% | +147.7% |
| 5Y | +184.8% | +181.5% | +3.4% | +9.1% |
| 10Y | +5,399.0% | +436.9% | +4,962.1% | +963.8% |
| All | +20,848.2% | +165.4% | +20,682.8% | +14,437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling