+4,921.3%
SOXL vs EEM
+133.3%
+4,788.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +4.0% | +0.8% |
| 7D | +3.9% | -1.3% | +5.1% | +9.0% |
| 30D | -14.3% | +2.1% | -16.4% | -18.9% |
| 3M | -45.6% | +1.0% | -46.6% | -35.6% |
| 6M | +117.2% | +15.9% | +101.3% | +89.6% |
| YTD | +189.8% | +24.6% | +165.2% | +107.5% |
| 1Y | +317.7% | +32.3% | +285.5% | +164.7% |
| 3Y | +478.6% | +85.9% | +392.7% | +72.5% |
| 5Y | +169.5% | +45.4% | +124.1% | +156.4% |
| All | +4,921.3% | +133.3% | +4,788.0% | +3,731.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling