+19,418.6%
SOXL vs RSP
+589.4%
+18,829.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +11.7% |
| 7D | +5.3% | -0.8% | +6.1% | +8.3% |
| 30D | -11.2% | -0.3% | -10.9% | -10.5% |
| 3M | -55.4% | +4.3% | -59.6% | -60.9% |
| 6M | +107.1% | +8.8% | +98.3% | +64.1% |
| YTD | +179.0% | +15.3% | +163.8% | +82.0% |
| 1Y | +357.4% | +18.3% | +339.1% | +181.5% |
| 3Y | +397.5% | +52.8% | +344.7% | +80.4% |
| 5Y | +155.9% | +51.7% | +104.2% | +68.6% |
| 10Y | +4,301.6% | +208.5% | +4,093.1% | +483.0% |
| All | +19,418.6% | +589.4% | +18,829.2% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling