+149.2%
SOXL vs EAT
+317.4%
-168.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.8% |
| 7D | +8.5% | -6.2% | +14.7% | +14.1% |
| 30D | -13.0% | -3.0% | -9.9% | -12.1% |
| 3M | -35.9% | +45.6% | -81.6% | -56.3% |
| 6M | +112.1% | +53.5% | +58.5% | +34.5% |
| YTD | +175.4% | +49.6% | +125.8% | +78.0% |
| 1Y | +304.9% | +38.9% | +266.0% | +165.5% |
| 3Y | +448.6% | +589.7% | -141.1% | -36.2% |
| All | +149.2% | +317.4% | -168.1% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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