+478.6%
SOXL vs RSG
+57.7%
+420.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +5.9% |
| 7D | +3.9% | 0.0% | +3.9% | +3.8% |
| 30D | -14.3% | +4.0% | -18.3% | -10.9% |
| 3M | -45.6% | +7.4% | -53.0% | -41.0% |
| 6M | +117.2% | +0.1% | +117.1% | +138.3% |
| YTD | +189.8% | +6.0% | +183.8% | +212.0% |
| 1Y | +317.7% | -3.0% | +320.7% | +369.3% |
| 3Y | +478.6% | +56.5% | +422.1% | +502.6% |
| All | +478.6% | +57.7% | +420.9% | +502.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling