+20,848.2%
SOXL vs EME
+3,177.2%
+17,671.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +6.1% |
| 7D | +18.4% | +2.7% | +15.6% | +13.3% |
| 30D | -3.2% | -6.8% | +3.6% | +9.6% |
| 3M | -37.6% | -8.8% | -28.8% | -18.2% |
| 6M | +136.1% | +5.0% | +131.1% | +163.2% |
| YTD | +199.5% | +23.5% | +176.0% | +166.2% |
| 1Y | +363.2% | +21.3% | +341.9% | +319.7% |
| 3Y | +496.5% | +241.1% | +255.4% | +23.8% |
| 5Y | +184.8% | +549.2% | -364.3% | -74.8% |
| 10Y | +5,399.0% | +1,306.4% | +4,092.6% | +64.7% |
| All | +20,848.2% | +3,177.2% | +17,671.0% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling