+4,921.3%
SOXL vs EFV
+169.9%
+4,751.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +1.5% |
| 7D | +3.9% | -0.8% | +4.7% | +6.8% |
| 30D | -14.3% | +0.6% | -14.9% | -16.5% |
| 3M | -45.6% | +7.5% | -53.1% | -57.1% |
| 6M | +117.2% | +13.0% | +104.2% | +58.0% |
| YTD | +189.8% | +18.3% | +171.5% | +83.5% |
| 1Y | +317.7% | +26.7% | +291.0% | +114.5% |
| 3Y | +478.6% | +89.6% | +389.1% | -7.7% |
| 5Y | +169.5% | +98.2% | +71.3% | -48.1% |
| All | +4,921.3% | +169.9% | +4,751.4% | +893.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling