+55.9%
SOXL vs EWZ
+7.8%
+48.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.4% | -10.3% |
| 7D | -37.9% | -4.1% | -33.8% | -35.1% |
| 30D | -59.4% | -25.0% | -34.4% | -49.2% |
| 3M | -52.3% | -10.6% | -41.7% | -57.3% |
| 6M | -47.7% | -16.6% | -31.1% | -44.7% |
| YTD | +58.8% | +2.5% | +56.3% | +36.0% |
| 1Y | +55.9% | +8.1% | +47.8% | +2.9% |
| All | +55.9% | +7.8% | +48.1% | +2.9% |
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