+55.9%
SOXL vs EWY
+61.5%
-5.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -5.1% |
| 7D | -37.9% | -8.3% | -29.6% | -24.3% |
| 30D | -59.4% | -20.5% | -38.9% | -33.0% |
| 3M | -52.3% | -11.1% | -41.2% | -34.4% |
| 6M | -47.7% | -7.0% | -40.7% | -14.0% |
| YTD | +58.8% | +56.5% | +2.3% | -20.6% |
| 1Y | +55.9% | +62.4% | -6.5% | -28.2% |
| All | +55.9% | +61.5% | -5.6% | -28.2% |
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