+20,848.2%
SOXL vs EWT
+779.0%
+20,069.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.5% |
| 7D | +18.4% | +2.1% | +16.2% | +11.2% |
| 30D | -3.2% | +9.4% | -12.6% | -25.5% |
| 3M | -37.6% | +10.9% | -48.5% | -43.7% |
| 6M | +136.1% | +57.9% | +78.1% | -16.5% |
| YTD | +199.5% | +75.9% | +123.6% | -20.0% |
| 1Y | +363.2% | +89.7% | +273.5% | +7.7% |
| 3Y | +496.5% | +200.9% | +295.6% | -43.6% |
| 5Y | +184.8% | +154.5% | +30.3% | -29.2% |
| 10Y | +5,399.0% | +520.8% | +4,878.2% | +192.3% |
| All | +20,848.2% | +779.0% | +20,069.1% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling