+20,174.1%
SOXL vs RSG
+999.5%
+19,174.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +4.1% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -14.3% | +4.0% | -18.3% | -20.3% |
| 3M | -45.6% | +7.4% | -53.0% | -56.4% |
| 6M | +117.2% | +0.1% | +117.1% | +78.3% |
| YTD | +189.8% | +6.0% | +183.8% | +110.4% |
| 1Y | +317.7% | -3.0% | +320.7% | +235.6% |
| 3Y | +478.6% | +56.5% | +422.1% | +71.1% |
| 5Y | +169.5% | +90.9% | +78.6% | -45.0% |
| 10Y | +5,222.1% | +428.7% | +4,793.3% | +90.3% |
| All | +20,174.1% | +999.5% | +19,174.6% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling