+449.8%
SOXL vs RGEN
+1.9%
+448.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.8% | -7.9% |
| 7D | +8.5% | -2.9% | +11.4% | +10.9% |
| 30D | -13.0% | -0.1% | -12.9% | -13.2% |
| 3M | -35.9% | +25.9% | -61.9% | -49.7% |
| 6M | +112.1% | +35.2% | +76.8% | +53.7% |
| YTD | +175.4% | +0.5% | +174.9% | +162.9% |
| 1Y | +304.9% | +37.0% | +267.9% | +195.2% |
| All | +449.8% | +1.9% | +448.0% | +477.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling