+497.9%
SOXL vs RSP
+52.0%
+445.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +6.9% |
| 7D | +18.4% | -1.8% | +20.2% | +28.3% |
| 30D | -3.2% | -2.5% | -0.6% | +8.2% |
| 3M | -37.6% | +3.0% | -40.6% | -46.8% |
| 6M | +136.1% | +8.9% | +127.2% | +65.7% |
| YTD | +199.5% | +13.0% | +186.5% | +80.3% |
| 1Y | +363.2% | +16.2% | +347.0% | +152.0% |
| All | +497.9% | +52.0% | +445.9% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling