+20,848.2%
SOXL vs EFX
+511.2%
+20,337.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +4.9% |
| 7D | +18.4% | -9.4% | +27.7% | +32.8% |
| 30D | -3.2% | -6.9% | +3.7% | +1.5% |
| 3M | -37.6% | +0.1% | -37.7% | -51.2% |
| 6M | +136.1% | -17.3% | +153.4% | +127.2% |
| YTD | +199.5% | -21.8% | +221.3% | +192.7% |
| 1Y | +363.2% | -32.5% | +395.8% | +441.0% |
| 3Y | +496.5% | -12.3% | +508.8% | +363.2% |
| 5Y | +184.8% | -36.6% | +221.4% | +375.2% |
| 10Y | +5,399.0% | +41.0% | +5,358.0% | +2,354.5% |
| All | +20,848.2% | +511.2% | +20,337.0% | +343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling