+357.4%
SOXL vs RIG
+97.6%
+259.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.8% | +12.7% | +11.0% |
| 7D | +5.3% | +0.9% | +4.5% | +4.6% |
| 30D | -11.2% | +13.8% | -25.0% | -16.3% |
| 3M | -55.4% | -6.4% | -49.0% | -54.1% |
| 6M | +107.1% | -8.2% | +115.3% | +103.4% |
| YTD | +179.0% | +41.6% | +137.4% | +98.8% |
| 1Y | +357.4% | +88.7% | +268.7% | +174.5% |
| All | +357.4% | +97.6% | +259.7% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling