+9,259.3%
SOXL vs RF
+523.3%
+8,736.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.2% | +20.1% | +19.6% |
| 7D | -17.6% | -0.1% | -17.4% | -16.1% |
| 30D | -59.8% | +7.0% | -66.8% | -62.7% |
| 3M | -59.9% | -7.0% | -52.9% | -56.3% |
| 6M | -68.2% | +6.8% | -75.0% | -71.7% |
| YTD | +33.8% | +9.9% | +23.9% | +15.9% |
| 1Y | +34.7% | +21.1% | +13.6% | +4.3% |
| 3Y | +211.0% | +119.6% | +91.4% | +32.1% |
| 5Y | -8.6% | +46.2% | -54.8% | -29.3% |
| 10Y | +1,924.8% | +261.5% | +1,663.3% | +493.4% |
| All | +9,259.3% | +523.3% | +8,736.1% | +1,689.0% |
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