+446.4%
SOXL vs RF
+92.1%
+354.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +10.0% |
| 7D | +5.3% | +1.3% | +4.0% | +3.4% |
| 30D | -11.2% | -3.6% | -7.6% | -6.8% |
| 3M | -55.4% | +8.1% | -63.4% | -61.5% |
| 6M | +107.1% | +11.5% | +95.7% | +71.0% |
| YTD | +179.0% | +15.6% | +163.5% | +115.7% |
| 1Y | +357.4% | +15.7% | +341.7% | +252.7% |
| All | +446.4% | +92.1% | +354.3% | +134.3% |
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