+4,921.3%
SOXL vs EWY
+311.4%
+4,609.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | -2.3% |
| 7D | +3.9% | -0.1% | +4.0% | +4.2% |
| 30D | -14.3% | +7.3% | -21.6% | -27.2% |
| 3M | -45.6% | -5.1% | -40.5% | -29.8% |
| 6M | +117.2% | +42.1% | +75.1% | +8.1% |
| YTD | +189.8% | +94.1% | +95.7% | -37.3% |
| 1Y | +317.7% | +147.8% | +169.9% | -49.0% |
| 3Y | +478.6% | +222.9% | +255.7% | -53.1% |
| 5Y | +169.5% | +150.6% | +18.9% | -42.9% |
| All | +4,921.3% | +311.4% | +4,609.9% | +698.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling