+162.3%
SOXL vs RSG
+89.9%
+72.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +5.0% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -14.3% | +4.0% | -18.3% | -15.6% |
| 3M | -45.6% | +7.4% | -53.0% | -49.0% |
| 6M | +117.2% | +0.1% | +117.1% | +108.4% |
| YTD | +189.8% | +6.0% | +183.8% | +159.0% |
| 1Y | +317.7% | -3.0% | +320.7% | +301.9% |
| 3Y | +478.6% | +56.5% | +422.1% | +158.9% |
| All | +162.3% | +89.9% | +72.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling