+20,848.2%
SOXL vs EWZ
+5.0%
+20,843.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.8% |
| 7D | +18.4% | -0.1% | +18.4% | +18.3% |
| 30D | -3.2% | +8.2% | -11.4% | -13.0% |
| 3M | -37.6% | +13.3% | -50.9% | -45.8% |
| 6M | +136.1% | +3.6% | +132.5% | +134.8% |
| YTD | +199.5% | +21.0% | +178.5% | +153.3% |
| 1Y | +363.2% | +34.7% | +328.6% | +247.4% |
| 3Y | +496.5% | +48.3% | +448.2% | +322.4% |
| 5Y | +184.8% | +60.1% | +124.8% | +81.1% |
| 10Y | +5,399.0% | +92.6% | +5,306.4% | +3,133.5% |
| All | +20,848.2% | +5.0% | +20,843.2% | +36,950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling