+20,415.5%
SOXL vs EAT
+1,427.9%
+18,987.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +7.6% |
| 7D | +16.4% | -4.9% | +21.3% | +20.6% |
| 30D | -12.1% | -1.2% | -10.9% | -12.4% |
| 3M | -41.7% | +52.2% | -93.9% | -59.2% |
| 6M | +157.4% | +65.0% | +92.4% | +66.8% |
| YTD | +193.3% | +55.0% | +138.3% | +98.7% |
| 1Y | +355.3% | +42.1% | +313.3% | +214.9% |
| 3Y | +484.2% | +614.7% | -130.6% | +14.5% |
| 5Y | +182.7% | +322.7% | -140.1% | -12.5% |
| 10Y | +4,692.2% | +382.0% | +4,310.2% | +1,010.7% |
| All | +20,415.5% | +1,427.9% | +18,987.6% | +1,024.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling