+20,415.5%
SOXL vs RGEN
+4,418.2%
+15,997.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +4.7% |
| 7D | +16.4% | -0.9% | +17.3% | +17.0% |
| 30D | -12.1% | +2.8% | -14.9% | -13.9% |
| 3M | -41.7% | +34.5% | -76.2% | -54.5% |
| 6M | +157.4% | +40.5% | +116.9% | +93.9% |
| YTD | +193.3% | +2.8% | +190.4% | +176.6% |
| 1Y | +355.3% | +39.6% | +315.7% | +249.8% |
| 3Y | +484.2% | +4.4% | +479.7% | +450.1% |
| 5Y | +182.7% | -42.8% | +225.4% | +305.6% |
| 10Y | +4,692.2% | +406.7% | +4,285.5% | +2,674.3% |
| All | +20,415.5% | +4,418.2% | +15,997.2% | +3,979.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling