+4,921.3%
SOXL vs EFX
+42.6%
+4,878.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +4.6% |
| 7D | +3.9% | -4.5% | +8.4% | +9.3% |
| 30D | -14.3% | -6.1% | -8.2% | -11.5% |
| 3M | -45.6% | +6.2% | -51.8% | -58.8% |
| 6M | +117.2% | -11.2% | +128.4% | +94.3% |
| YTD | +189.8% | -21.4% | +211.2% | +188.0% |
| 1Y | +317.7% | -34.3% | +352.1% | +417.4% |
| 3Y | +478.6% | -12.5% | +491.1% | +385.5% |
| 5Y | +169.5% | -35.6% | +205.1% | +331.6% |
| All | +4,921.3% | +42.6% | +4,878.7% | +3,446.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling