+4,921.3%
SOXL vs RGEN
+415.7%
+4,505.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.0% |
| 7D | +3.9% | -1.4% | +5.3% | +5.3% |
| 30D | -14.3% | -0.3% | -14.0% | -14.5% |
| 3M | -45.6% | +23.9% | -69.5% | -58.6% |
| 6M | +117.2% | +38.5% | +78.6% | +46.2% |
| YTD | +189.8% | +0.8% | +189.0% | +168.2% |
| 1Y | +317.7% | +38.2% | +279.5% | +184.3% |
| 3Y | +478.6% | +1.3% | +477.3% | +400.7% |
| 5Y | +169.5% | -44.0% | +213.5% | +316.7% |
| All | +4,921.3% | +415.7% | +4,505.6% | +1,410.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling