+4,921.3%
SOXL vs TROW
+130.0%
+4,791.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +7.6% |
| 7D | +3.9% | -3.2% | +7.1% | +10.4% |
| 30D | -14.3% | -4.6% | -9.7% | -6.6% |
| 3M | -45.6% | -0.7% | -45.0% | -48.1% |
| 6M | +117.2% | +22.2% | +95.0% | +41.2% |
| YTD | +189.8% | +6.6% | +183.2% | +146.2% |
| 1Y | +317.7% | +5.8% | +311.9% | +265.3% |
| 3Y | +478.6% | +11.6% | +467.0% | +461.4% |
| 5Y | +169.5% | -38.9% | +208.4% | +1,049.8% |
| All | +4,921.3% | +130.0% | +4,791.2% | +6,434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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