+357.4%
SOXL vs EWZ
+36.3%
+321.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +11.3% |
| 7D | +5.3% | +6.5% | -1.2% | -8.3% |
| 30D | -11.2% | +4.8% | -16.0% | -20.7% |
| 3M | -55.4% | +9.9% | -65.2% | -62.2% |
| 6M | +107.1% | +1.9% | +105.2% | +105.8% |
| YTD | +179.0% | +20.3% | +158.7% | +121.4% |
| 1Y | +357.4% | +35.6% | +321.7% | +167.8% |
| All | +357.4% | +36.3% | +321.0% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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