+19,418.6%
SOXL vs RF
+555.4%
+18,863.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +10.0% |
| 7D | +5.3% | +1.3% | +4.0% | +3.6% |
| 30D | -11.2% | -3.6% | -7.6% | -7.4% |
| 3M | -55.4% | +8.1% | -63.4% | -60.6% |
| 6M | +107.1% | +11.5% | +95.7% | +77.2% |
| YTD | +179.0% | +15.6% | +163.5% | +127.2% |
| 1Y | +357.4% | +15.7% | +341.7% | +271.9% |
| 3Y | +397.5% | +86.9% | +310.6% | +151.1% |
| 5Y | +155.9% | +89.8% | +66.1% | +45.3% |
| 10Y | +4,301.6% | +344.7% | +3,956.9% | +909.6% |
| All | +19,418.6% | +555.4% | +18,863.2% | +3,407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling