+20,848.2%
SOXL vs EFV
+215.2%
+20,633.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +4.8% |
| 7D | +18.4% | -0.5% | +18.9% | +19.8% |
| 30D | -3.2% | 0.0% | -3.2% | -3.6% |
| 3M | -37.6% | +8.4% | -46.0% | -49.6% |
| 6M | +136.1% | +12.3% | +123.7% | +84.2% |
| YTD | +199.5% | +17.4% | +182.1% | +108.9% |
| 1Y | +363.2% | +27.1% | +336.1% | +161.9% |
| 3Y | +496.5% | +90.7% | +405.8% | +25.9% |
| 5Y | +184.8% | +95.6% | +89.2% | -21.9% |
| 10Y | +5,399.0% | +165.3% | +5,233.7% | +1,209.0% |
| All | +20,848.2% | +215.2% | +20,633.0% | +5,511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling