+4,921.3%
SOXL vs EMR
+284.0%
+4,637.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.7% | +0.1% |
| 7D | +3.9% | -0.4% | +4.3% | +4.8% |
| 30D | -14.3% | -6.8% | -7.5% | -1.1% |
| 3M | -45.6% | +7.5% | -53.1% | -51.0% |
| 6M | +117.2% | +9.9% | +107.3% | +104.8% |
| YTD | +189.8% | +16.0% | +173.9% | +139.7% |
| 1Y | +317.7% | +12.4% | +305.3% | +276.8% |
| 3Y | +478.6% | +60.2% | +418.4% | +241.7% |
| 5Y | +169.5% | +67.9% | +101.6% | +83.6% |
| All | +4,921.3% | +284.0% | +4,637.3% | +1,575.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling