+497.9%
SOXL vs ISRG
+17.7%
+480.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.1% |
| 7D | +18.4% | -5.0% | +23.4% | +24.9% |
| 30D | -3.2% | -10.2% | +7.0% | +8.1% |
| 3M | -37.6% | -17.2% | -20.4% | -29.3% |
| 6M | +136.1% | -28.4% | +164.5% | +222.4% |
| YTD | +199.5% | -37.6% | +237.1% | +415.7% |
| 1Y | +363.2% | -24.4% | +387.7% | +442.4% |
| All | +497.9% | +17.7% | +480.1% | +443.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling