+158.5%
SOXL vs RACE
+93.6%
+64.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.8% | +12.9% |
| 7D | +5.3% | -2.5% | +7.9% | +9.4% |
| 30D | -11.2% | +0.8% | -12.0% | -12.9% |
| 3M | -55.4% | +17.2% | -72.5% | -66.6% |
| 6M | +107.1% | +13.6% | +93.6% | +58.9% |
| YTD | +179.0% | +12.2% | +166.8% | +107.6% |
| 1Y | +357.4% | -16.3% | +373.6% | +437.3% |
| 3Y | +397.5% | +36.4% | +361.0% | +79.9% |
| All | +158.5% | +93.6% | +64.9% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling