+55.9%
SOXL vs RMBS
-18.2%
+74.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.0% | -2.8% | -0.3% |
| 7D | -37.9% | -8.9% | -29.0% | -27.4% |
| 30D | -59.4% | -24.8% | -34.6% | -36.5% |
| 3M | -52.3% | -17.6% | -34.8% | -32.4% |
| 6M | -47.7% | -25.7% | -22.0% | +10.7% |
| YTD | +58.8% | -9.8% | +68.5% | +133.3% |
| 1Y | +55.9% | -17.4% | +73.3% | +163.5% |
| All | +55.9% | -18.2% | +74.1% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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