+4,921.3%
SOXL vs ROP
+135.6%
+4,785.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.9% | -4.6% | +8.5% | +11.9% |
| 30D | -14.3% | -1.7% | -12.6% | -14.3% |
| 3M | -45.6% | +17.1% | -62.7% | -67.8% |
| 6M | +117.2% | +10.9% | +106.3% | +29.8% |
| YTD | +189.8% | -12.1% | +201.9% | +154.1% |
| 1Y | +317.7% | -24.2% | +342.0% | +389.6% |
| 3Y | +478.6% | -20.4% | +499.0% | +582.5% |
| 5Y | +169.5% | -15.4% | +184.9% | +240.8% |
| All | +4,921.3% | +135.6% | +4,785.6% | +1,747.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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