+357.4%
SOXL vs EWJ
+31.1%
+326.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +8.2% |
| 7D | +5.3% | +2.5% | +2.8% | -5.3% |
| 30D | -11.2% | +3.3% | -14.5% | -21.3% |
| 3M | -55.4% | +5.0% | -60.3% | -55.6% |
| 6M | +107.1% | +11.5% | +95.6% | +80.4% |
| YTD | +179.0% | +22.4% | +156.7% | +76.6% |
| 1Y | +357.4% | +30.2% | +327.2% | +170.2% |
| All | +357.4% | +31.1% | +326.2% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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