+357.4%
SOXL vs EFX
-25.2%
+382.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.4% | +16.2% | +5.3% |
| 7D | +5.3% | -8.6% | +14.0% | -0.9% |
| 30D | -11.2% | +0.1% | -11.3% | -10.2% |
| 3M | -55.4% | +3.8% | -59.2% | -51.3% |
| 6M | +107.1% | -13.5% | +120.6% | +128.1% |
| YTD | +179.0% | -17.7% | +196.7% | +206.2% |
| 1Y | +357.4% | -25.6% | +382.9% | +392.6% |
| All | +357.4% | -25.2% | +382.6% | +392.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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