+10,896.4%
SOXL vs RF
+517.0%
+10,379.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.2% | +18.0% | +18.0% |
| 7D | -1.0% | -1.3% | +0.4% | +2.5% |
| 30D | -48.6% | +4.6% | -53.2% | -50.9% |
| 3M | -50.3% | -8.4% | -41.9% | -44.8% |
| 6M | -65.3% | +8.9% | -74.2% | -69.7% |
| YTD | +57.2% | +8.8% | +48.4% | +37.7% |
| 1Y | +58.0% | +18.9% | +39.1% | +24.9% |
| 3Y | +226.2% | +116.0% | +110.3% | +41.2% |
| 5Y | +10.5% | +46.0% | -35.6% | -14.5% |
| 10Y | +2,180.9% | +231.7% | +1,949.1% | +641.3% |
| All | +10,896.4% | +517.0% | +10,379.4% | +2,026.7% |
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