+4,921.3%
SOXL vs EWT
+523.5%
+4,397.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | -1.0% |
| 7D | +3.9% | -1.1% | +5.0% | +8.2% |
| 30D | -14.3% | +4.5% | -18.8% | -25.4% |
| 3M | -45.6% | +8.3% | -53.9% | -49.8% |
| 6M | +117.2% | +54.2% | +63.0% | -31.1% |
| YTD | +189.8% | +74.6% | +115.3% | -37.7% |
| 1Y | +317.7% | +84.9% | +232.8% | -19.6% |
| 3Y | +478.6% | +197.5% | +281.1% | -66.1% |
| 5Y | +169.5% | +150.6% | +18.9% | -53.3% |
| All | +4,921.3% | +523.5% | +4,397.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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