+449.8%
SOXL vs EMB
+29.4%
+420.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -2.5% |
| 7D | +8.5% | -1.1% | +9.6% | +17.2% |
| 30D | -13.0% | -1.1% | -11.9% | -6.4% |
| 3M | -35.9% | -0.8% | -35.2% | -29.8% |
| 6M | +112.1% | -0.1% | +112.1% | +139.2% |
| YTD | +175.4% | +0.4% | +175.0% | +206.4% |
| 1Y | +304.9% | +3.3% | +301.6% | +290.8% |
| All | +449.8% | +29.4% | +420.4% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling