+20,848.2%
SOXL vs RJF
+1,115.5%
+19,732.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +3.1% |
| 7D | +18.4% | -0.3% | +18.6% | +18.2% |
| 30D | -3.2% | -2.0% | -1.2% | -1.3% |
| 3M | -37.6% | +16.3% | -53.9% | -55.0% |
| 6M | +136.1% | +16.9% | +119.2% | +68.4% |
| YTD | +199.5% | +10.4% | +189.0% | +131.7% |
| 1Y | +363.2% | +7.4% | +355.8% | +277.3% |
| 3Y | +496.5% | +72.2% | +424.3% | +149.0% |
| 5Y | +184.8% | +105.1% | +79.7% | +9.1% |
| 10Y | +5,399.0% | +430.9% | +4,968.1% | +465.6% |
| All | +20,848.2% | +1,115.5% | +19,732.7% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling