+357.4%
SOXL vs EMB
+5.7%
+351.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.6% |
| 7D | +5.3% | 0.0% | +5.3% | +5.5% |
| 30D | -11.2% | -0.3% | -10.9% | -8.6% |
| 3M | -55.4% | -0.4% | -54.9% | -49.9% |
| 6M | +107.1% | +0.1% | +107.0% | +140.3% |
| YTD | +179.0% | +1.6% | +177.5% | +185.6% |
| 1Y | +357.4% | +5.6% | +351.8% | +272.8% |
| All | +357.4% | +5.7% | +351.6% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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