+340.2%
SOXL vs RY
+45.4%
+294.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +5.0% |
| 7D | +18.4% | -0.5% | +18.9% | +19.1% |
| 30D | -3.2% | -1.9% | -1.3% | +2.3% |
| 3M | -37.6% | +5.1% | -42.7% | -46.2% |
| 6M | +136.1% | +28.2% | +107.9% | +12.9% |
| YTD | +199.5% | +22.9% | +176.6% | +59.5% |
| All | +340.2% | +45.4% | +294.8% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling