+156.4%
SOXL vs RF
+104.8%
+51.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.8% | +13.0% |
| 7D | -40.3% | -0.9% | -39.4% | -38.9% |
| 30D | -71.1% | +6.0% | -77.1% | -73.3% |
| 3M | -65.2% | -8.9% | -56.3% | -60.4% |
| 6M | -72.3% | +2.3% | -74.6% | -74.8% |
| YTD | +9.4% | +7.6% | +1.9% | -8.8% |
| 1Y | +7.0% | +21.2% | -14.2% | -26.5% |
| 3Y | +156.4% | +108.5% | +47.8% | -0.1% |
| All | +156.4% | +104.8% | +51.6% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling