+4,671.5%
SOXL vs RY
+377.5%
+4,294.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -7.0% |
| 7D | +8.5% | -2.9% | +11.3% | +16.2% |
| 30D | -13.0% | -2.0% | -10.9% | -8.4% |
| 3M | -35.9% | +4.9% | -40.8% | -42.6% |
| 6M | +112.1% | +26.1% | +85.9% | +24.3% |
| YTD | +175.4% | +22.4% | +153.0% | +75.9% |
| 1Y | +304.9% | +44.7% | +260.1% | +74.1% |
| 3Y | +448.6% | +155.7% | +292.9% | -36.2% |
| 5Y | +156.1% | +137.7% | +18.4% | -55.0% |
| All | +4,671.5% | +377.5% | +4,294.0% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling