+357.4%
SOXL vs EFA
+23.1%
+334.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.2% |
| 7D | +5.3% | +0.6% | +4.8% | +2.1% |
| 30D | -11.2% | +0.9% | -12.1% | -14.3% |
| 3M | -55.4% | +4.9% | -60.2% | -59.5% |
| 6M | +107.1% | +8.6% | +98.6% | +75.4% |
| YTD | +179.0% | +14.6% | +164.4% | +73.0% |
| 1Y | +357.4% | +22.6% | +334.7% | +127.3% |
| All | +357.4% | +23.1% | +334.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling