+20,415.5%
SOXL vs ISRG
+782.8%
+19,632.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +11.3% |
| 7D | +16.4% | -5.2% | +21.6% | +24.2% |
| 30D | -12.1% | -7.6% | -4.5% | -4.7% |
| 3M | -41.7% | -16.4% | -25.3% | -35.2% |
| 6M | +157.4% | -28.6% | +186.0% | +244.3% |
| YTD | +193.3% | -38.2% | +231.5% | +385.2% |
| 1Y | +355.3% | -25.5% | +380.8% | +449.3% |
| 3Y | +484.2% | +17.4% | +466.7% | +346.0% |
| 5Y | +182.7% | -3.0% | +185.6% | +240.2% |
| 10Y | +4,692.2% | +356.0% | +4,336.3% | +1,504.5% |
| All | +20,415.5% | +782.8% | +19,632.7% | +3,331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling