+4,921.3%
SOXL vs ROST
+317.9%
+4,603.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +2.2% |
| 7D | +3.9% | +0.2% | +3.7% | +3.5% |
| 30D | -14.3% | -6.9% | -7.4% | -7.5% |
| 3M | -45.6% | -3.3% | -42.3% | -46.0% |
| 6M | +117.2% | +9.0% | +108.1% | +86.2% |
| YTD | +189.8% | +28.9% | +161.0% | +99.2% |
| 1Y | +317.7% | +54.0% | +263.8% | +126.9% |
| 3Y | +478.6% | +100.7% | +377.9% | +134.1% |
| 5Y | +169.5% | +116.0% | +53.5% | +9.6% |
| All | +4,921.3% | +317.9% | +4,603.4% | +1,336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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