+20,415.5%
SOXL vs RVTY
+489.0%
+19,926.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +9.0% |
| 7D | +16.4% | +0.4% | +16.0% | +15.0% |
| 30D | -12.1% | +10.8% | -22.9% | -26.5% |
| 3M | -41.7% | +26.8% | -68.5% | -63.0% |
| 6M | +157.4% | +39.3% | +118.1% | +40.5% |
| YTD | +193.3% | +31.6% | +161.7% | +70.9% |
| 1Y | +355.3% | +47.7% | +307.6% | +114.9% |
| 3Y | +484.2% | +19.9% | +464.2% | +268.3% |
| 5Y | +182.7% | -32.3% | +215.0% | +492.5% |
| 10Y | +4,692.2% | +138.4% | +4,553.8% | +1,454.8% |
| All | +20,415.5% | +489.0% | +19,926.4% | +1,926.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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