+55.9%
SOXL vs RSG
+19.5%
+36.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.9% | -5.0% |
| 7D | -37.9% | +5.1% | -43.0% | -22.6% |
| 30D | -59.4% | +15.3% | -74.7% | -26.8% |
| 3M | -52.3% | +18.6% | -70.9% | -3.7% |
| 6M | -47.7% | +19.5% | -67.2% | +25.7% |
| YTD | +58.8% | +17.2% | +41.6% | +279.9% |
| 1Y | +55.9% | +19.6% | +36.3% | +302.1% |
| All | +55.9% | +19.5% | +36.4% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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