+55.9%
SOXL vs ISRG
-11.6%
+67.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.4% | -18.2% | -8.3% |
| 7D | -37.9% | +8.5% | -46.4% | -37.4% |
| 30D | -59.4% | +18.6% | -78.0% | -59.2% |
| 3M | -52.3% | +30.9% | -83.2% | -52.4% |
| 6M | -47.7% | +6.6% | -54.3% | -40.9% |
| YTD | +58.8% | -14.9% | +73.6% | +154.8% |
| 1Y | +55.9% | -10.5% | +66.4% | +125.8% |
| All | +55.9% | -11.6% | +67.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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