+317.7%
SOXL vs EWZ
+33.5%
+284.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +7.1% |
| 7D | +3.9% | +0.9% | +3.0% | +1.6% |
| 30D | -14.3% | +12.8% | -27.1% | -34.4% |
| 3M | -45.6% | +10.8% | -56.4% | -55.9% |
| 6M | +117.2% | +2.5% | +114.7% | +112.2% |
| YTD | +189.8% | +21.4% | +168.5% | +125.2% |
| 1Y | +317.7% | +32.8% | +284.9% | +130.0% |
| All | +317.7% | +33.5% | +284.2% | +130.0% |
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