+4,921.3%
SOXL vs EFA
+146.6%
+4,774.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +1.1% |
| 7D | +3.9% | -1.5% | +5.4% | +10.7% |
| 30D | -14.3% | -1.7% | -12.6% | -7.7% |
| 3M | -45.6% | +3.5% | -49.1% | -48.8% |
| 6M | +117.2% | +9.5% | +107.7% | +83.2% |
| YTD | +189.8% | +12.9% | +177.0% | +122.8% |
| 1Y | +317.7% | +18.2% | +299.5% | +180.9% |
| 3Y | +478.6% | +64.8% | +413.8% | +45.2% |
| 5Y | +169.5% | +53.9% | +115.6% | +45.0% |
| All | +4,921.3% | +146.6% | +4,774.7% | +1,391.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling