+20,848.2%
SOXL vs EMB
+98.9%
+20,749.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +3.0% |
| 7D | +18.4% | 0.0% | +18.3% | +18.2% |
| 30D | -3.2% | -0.3% | -2.9% | -2.2% |
| 3M | -37.6% | -0.3% | -37.3% | -35.1% |
| 6M | +136.1% | +0.7% | +135.3% | +148.7% |
| YTD | +199.5% | +1.3% | +198.2% | +212.6% |
| 1Y | +363.2% | +4.7% | +358.5% | +329.0% |
| 3Y | +496.5% | +30.1% | +466.4% | +168.7% |
| 5Y | +184.8% | +6.9% | +178.0% | +245.2% |
| 10Y | +5,399.0% | +30.7% | +5,368.3% | +5,044.0% |
| All | +20,848.2% | +98.9% | +20,749.2% | +6,180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling