+4,921.3%
SOXL vs ISRG
+391.9%
+4,529.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +1.4% |
| 7D | +3.9% | +0.7% | +3.2% | +1.7% |
| 30D | -14.3% | -8.0% | -6.3% | -4.5% |
| 3M | -45.6% | -10.6% | -35.0% | -45.6% |
| 6M | +117.2% | -25.1% | +142.3% | +179.8% |
| YTD | +189.8% | -34.8% | +224.7% | +377.9% |
| 1Y | +317.7% | -19.0% | +336.8% | +339.0% |
| 3Y | +478.6% | +22.1% | +456.5% | +246.0% |
| 5Y | +169.5% | +8.2% | +161.3% | +138.8% |
| All | +4,921.3% | +391.9% | +4,529.3% | +727.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling