+478.6%
SOXL vs EWJ
+73.0%
+405.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | -3.0% |
| 7D | +3.9% | +0.3% | +3.6% | +2.7% |
| 30D | -14.3% | +0.8% | -15.1% | -16.0% |
| 3M | -45.6% | +7.5% | -53.1% | -52.3% |
| 6M | +117.2% | +15.6% | +101.6% | +69.1% |
| YTD | +189.8% | +22.7% | +167.1% | +84.0% |
| 1Y | +317.7% | +26.4% | +291.3% | +149.8% |
| 3Y | +478.6% | +72.5% | +406.1% | +55.7% |
| All | +478.6% | +73.0% | +405.6% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling