+357.4%
SOXL vs EWY
+165.3%
+192.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.3% | +1.1% |
| 7D | +5.3% | +4.8% | +0.5% | -3.4% |
| 30D | -11.2% | +11.7% | -22.9% | -27.7% |
| 3M | -55.4% | -7.4% | -48.0% | -37.2% |
| 6M | +107.1% | +40.6% | +66.6% | +45.0% |
| YTD | +179.0% | +94.3% | +84.8% | -15.4% |
| 1Y | +357.4% | +164.3% | +193.1% | -26.7% |
| All | +357.4% | +165.3% | +192.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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