+5,399.0%
SOXL vs RF
+334.5%
+5,064.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.9% |
| 7D | +18.4% | -0.1% | +18.5% | +18.4% |
| 30D | -3.2% | -4.0% | +0.8% | +1.6% |
| 3M | -37.6% | +5.6% | -43.2% | -43.6% |
| 6M | +136.1% | +13.1% | +123.0% | +95.9% |
| YTD | +199.5% | +13.6% | +185.9% | +146.4% |
| 1Y | +363.2% | +16.0% | +347.3% | +271.1% |
| 3Y | +496.5% | +90.2% | +406.3% | +184.5% |
| 5Y | +184.8% | +87.0% | +97.8% | +60.1% |
| 10Y | +5,399.0% | +338.5% | +5,060.5% | +1,718.5% |
| All | +5,399.0% | +334.5% | +5,064.5% | +1,718.5% |
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