+48.8%
SOXL vs RSP
+18.5%
+30.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -12.0% |
| 7D | +26.9% | +2.4% | +24.5% | +14.7% |
| 30D | -47.2% | +4.3% | -51.5% | -54.2% |
| 3M | -59.9% | -0.3% | -59.5% | -56.5% |
| 6M | -68.3% | +9.8% | -78.1% | -79.3% |
| YTD | +38.8% | +16.8% | +22.0% | -28.7% |
| 1Y | +48.8% | +19.5% | +29.3% | -29.4% |
| All | +48.8% | +18.5% | +30.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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