+182.7%
SOXL vs RF
+89.9%
+92.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.8% |
| 7D | +16.4% | +2.7% | +13.7% | +11.8% |
| 30D | -12.1% | -3.4% | -8.8% | -8.0% |
| 3M | -41.7% | +6.4% | -48.1% | -48.9% |
| 6M | +157.4% | +13.4% | +144.0% | +104.3% |
| YTD | +193.3% | +14.2% | +179.0% | +128.5% |
| 1Y | +355.3% | +15.7% | +339.6% | +247.1% |
| 3Y | +484.2% | +91.3% | +392.8% | +128.9% |
| 5Y | +182.7% | +89.8% | +92.9% | +45.5% |
| All | +182.7% | +89.9% | +92.7% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling