+357.4%
SOXL vs EMR
+19.4%
+337.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +6.2% |
| 7D | +5.3% | -1.5% | +6.9% | +8.9% |
| 30D | -11.2% | -5.6% | -5.6% | +0.1% |
| 3M | -55.4% | +7.9% | -63.3% | -59.3% |
| 6M | +107.1% | +6.0% | +101.1% | +98.2% |
| YTD | +179.0% | +16.4% | +162.6% | +111.7% |
| 1Y | +357.4% | +16.6% | +340.7% | +249.9% |
| All | +357.4% | +19.4% | +337.9% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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