+55.9%
SOXL vs EME
-3.1%
+59.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.6% | +0.8% | +11.9% |
| 7D | -37.9% | -5.8% | -32.1% | -30.0% |
| 30D | -59.4% | -17.9% | -41.5% | -37.5% |
| 3M | -52.3% | -22.0% | -30.3% | -16.1% |
| 6M | -47.7% | -29.7% | -18.0% | +42.8% |
| YTD | +58.8% | +4.7% | +54.0% | +80.2% |
| 1Y | +55.9% | -2.1% | +58.0% | +124.8% |
| All | +55.9% | -3.1% | +59.0% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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