+20,848.2%
SOXL vs RMBS
+282.9%
+20,565.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.1% |
| 7D | +18.4% | +3.5% | +14.9% | +14.0% |
| 30D | -3.2% | -8.6% | +5.4% | +9.1% |
| 3M | -37.6% | -40.3% | +2.7% | +30.9% |
| 6M | +136.1% | -1.0% | +137.0% | +197.0% |
| YTD | +199.5% | -4.6% | +204.1% | +278.0% |
| 1Y | +363.2% | +17.6% | +345.7% | +360.4% |
| 3Y | +496.5% | +58.6% | +437.8% | +462.9% |
| 5Y | +184.8% | +270.9% | -86.1% | +53.1% |
| 10Y | +5,399.0% | +569.1% | +4,829.9% | +2,569.8% |
| All | +20,848.2% | +282.9% | +20,565.3% | +12,272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling