+4,921.3%
SOXL vs RJF
+429.3%
+4,492.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.9% | -2.7% | +6.6% | +8.5% |
| 30D | -14.3% | -4.3% | -10.0% | -9.4% |
| 3M | -45.6% | +15.7% | -61.3% | -60.2% |
| 6M | +117.2% | +17.8% | +99.4% | +54.2% |
| YTD | +189.8% | +9.2% | +180.7% | +129.7% |
| 1Y | +317.7% | +2.8% | +315.0% | +267.7% |
| 3Y | +478.6% | +69.5% | +409.2% | +151.6% |
| 5Y | +169.5% | +105.9% | +63.6% | +5.6% |
| All | +4,921.3% | +429.3% | +4,492.0% | +830.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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