+317.7%
SOXL vs RSP
+16.4%
+301.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +1.1% |
| 7D | +3.9% | -1.9% | +5.8% | +14.1% |
| 30D | -14.3% | -2.8% | -11.5% | -2.1% |
| 3M | -45.6% | +2.8% | -48.5% | -55.4% |
| 6M | +117.2% | +10.2% | +107.0% | +35.3% |
| YTD | +189.8% | +13.1% | +176.8% | +62.5% |
| 1Y | +317.7% | +14.8% | +303.0% | +132.9% |
| All | +317.7% | +16.4% | +301.4% | +132.9% |
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