+4,921.3%
SOXL vs EMB
+30.3%
+4,890.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.6% |
| 7D | +3.9% | -1.2% | +5.1% | +10.2% |
| 30D | -14.3% | -1.3% | -13.1% | -9.0% |
| 3M | -45.6% | -1.8% | -43.8% | -39.4% |
| 6M | +117.2% | +0.2% | +117.0% | +136.4% |
| YTD | +189.8% | +0.4% | +189.5% | +216.9% |
| 1Y | +317.7% | +2.8% | +314.9% | +316.4% |
| 3Y | +478.6% | +29.1% | +449.5% | +144.6% |
| 5Y | +169.5% | +6.3% | +163.2% | +243.6% |
| All | +4,921.3% | +30.3% | +4,890.9% | +4,774.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling