+2,180.9%
SOXL vs RACE
+741.5%
+1,439.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | 0.0% | +17.8% | +17.8% |
| 7D | -1.0% | -3.9% | +2.9% | +7.8% |
| 30D | -48.6% | +6.8% | -55.4% | -53.6% |
| 3M | -50.3% | +1.3% | -51.7% | -51.7% |
| 6M | -65.3% | +26.3% | -91.6% | -77.6% |
| YTD | +57.2% | +13.8% | +43.4% | +13.6% |
| 1Y | +58.0% | -0.5% | +58.5% | +44.1% |
| 3Y | +226.2% | +25.6% | +200.6% | +73.0% |
| 5Y | +10.5% | +67.6% | -57.1% | -55.1% |
| 10Y | +2,180.9% | +724.7% | +1,456.2% | +111.2% |
| All | +2,180.9% | +741.5% | +1,439.4% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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