+4,058.8%
SOXL vs RACE
+639.5%
+3,419.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +3.1% |
| 7D | +60.3% | -4.0% | +64.3% | +70.4% |
| 30D | -48.6% | +3.5% | -52.2% | -51.1% |
| 3M | -53.9% | -0.4% | -53.5% | -53.8% |
| 6M | -62.0% | +23.2% | -85.1% | -73.8% |
| YTD | +56.0% | +11.0% | +45.0% | +20.2% |
| 1Y | +50.0% | -2.2% | +52.2% | +42.0% |
| 3Y | +223.8% | +22.5% | +201.2% | +94.5% |
| 5Y | +6.7% | +63.2% | -56.5% | -48.3% |
| 10Y | +2,163.6% | +704.3% | +1,459.3% | +136.4% |
| All | +4,058.8% | +639.5% | +3,419.3% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling