+1,948.9%
SOXL vs RF
+223.4%
+1,725.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.2% | -12.2% | -12.6% |
| 7D | +26.9% | +1.9% | +24.9% | +24.1% |
| 30D | -47.2% | +7.3% | -54.6% | -51.5% |
| 3M | -59.9% | -7.9% | -51.9% | -55.6% |
| 6M | -68.3% | +10.5% | -78.8% | -73.1% |
| YTD | +38.8% | +9.6% | +29.2% | +19.0% |
| 1Y | +48.8% | +20.3% | +28.5% | +13.5% |
| 3Y | +196.5% | +119.5% | +77.0% | +19.1% |
| 5Y | -5.0% | +48.2% | -53.3% | -30.4% |
| All | +1,948.9% | +223.4% | +1,725.5% | +799.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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