+20,848.2%
SOXL vs ROST
+1,946.9%
+18,901.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +4.4% |
| 7D | +18.4% | -2.2% | +20.6% | +21.7% |
| 30D | -3.2% | -11.4% | +8.3% | +11.3% |
| 3M | -37.6% | -1.6% | -36.0% | -39.2% |
| 6M | +136.1% | +6.8% | +129.2% | +108.2% |
| YTD | +199.5% | +25.8% | +173.7% | +113.2% |
| 1Y | +363.2% | +52.4% | +310.8% | +156.6% |
| 3Y | +496.5% | +94.4% | +402.1% | +153.9% |
| 5Y | +184.8% | +108.2% | +76.6% | +22.9% |
| 10Y | +5,399.0% | +308.5% | +5,090.5% | +1,071.6% |
| All | +20,848.2% | +1,946.9% | +18,901.3% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling