+55.9%
SOXL vs RIG
+43.0%
+12.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -7.6% | -1.2% | -6.7% |
| 7D | -37.9% | -18.8% | -19.1% | -34.3% |
| 30D | -59.4% | -1.1% | -58.3% | -59.3% |
| 3M | -52.3% | +4.4% | -56.7% | -53.4% |
| 6M | -47.7% | -20.8% | -26.9% | -45.7% |
| YTD | +58.8% | +32.0% | +26.8% | +8.3% |
| 1Y | +55.9% | +39.7% | +16.2% | -1.9% |
| All | +55.9% | +43.0% | +12.9% | -1.9% |
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