+20,415.5%
SOXL vs EMR
+394.7%
+20,020.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +6.0% |
| 7D | +16.4% | +3.1% | +13.3% | +9.8% |
| 30D | -12.1% | -3.5% | -8.6% | -5.6% |
| 3M | -41.7% | +9.8% | -51.5% | -49.2% |
| 6M | +157.4% | +10.8% | +146.6% | +138.9% |
| YTD | +193.3% | +15.9% | +177.4% | +142.0% |
| 1Y | +355.3% | +16.4% | +338.9% | +282.5% |
| 3Y | +484.2% | +62.1% | +422.1% | +233.1% |
| 5Y | +182.7% | +62.9% | +119.7% | +102.2% |
| 10Y | +4,692.2% | +267.8% | +4,424.5% | +870.2% |
| All | +20,415.5% | +394.7% | +20,020.8% | +2,793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling