+478.6%
SOXL vs EME
+252.2%
+226.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | -2.5% |
| 7D | +3.9% | +3.5% | +0.4% | -2.5% |
| 30D | -14.3% | -6.3% | -8.0% | -2.9% |
| 3M | -45.6% | -3.8% | -41.9% | -34.7% |
| 6M | +117.2% | +8.5% | +108.7% | +130.6% |
| YTD | +189.8% | +27.8% | +162.0% | +142.6% |
| 1Y | +317.7% | +22.2% | +295.5% | +263.7% |
| 3Y | +478.6% | +253.5% | +225.2% | +58.2% |
| All | +478.6% | +252.2% | +226.4% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling