+55.9%
SOXL vs EFV
+25.8%
+30.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -12.0% | -21.0% |
| 7D | -37.9% | +2.9% | -40.8% | -45.6% |
| 30D | -59.4% | +3.6% | -63.0% | -65.4% |
| 3M | -52.3% | -0.1% | -52.2% | -52.9% |
| 6M | -47.7% | +9.6% | -57.3% | -61.6% |
| YTD | +58.8% | +17.0% | +41.8% | -8.8% |
| 1Y | +55.9% | +25.7% | +30.2% | -32.9% |
| All | +55.9% | +25.8% | +30.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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