+4,921.3%
SOXL vs EWJ
+144.4%
+4,776.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | -3.2% |
| 7D | +3.9% | +0.3% | +3.6% | +2.7% |
| 30D | -14.3% | +0.8% | -15.1% | -16.1% |
| 3M | -45.6% | +7.5% | -53.1% | -52.5% |
| 6M | +117.2% | +15.6% | +101.6% | +64.8% |
| YTD | +189.8% | +22.7% | +167.1% | +76.4% |
| 1Y | +317.7% | +26.4% | +291.3% | +137.4% |
| 3Y | +478.6% | +72.5% | +406.1% | +31.6% |
| 5Y | +169.5% | +52.4% | +117.1% | +44.9% |
| All | +4,921.3% | +144.4% | +4,776.8% | +1,095.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling