+4,921.3%
SOXL vs XRT
+128.2%
+4,793.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +2.4% |
| 7D | +3.9% | -3.2% | +7.1% | +10.7% |
| 30D | -14.3% | -4.5% | -9.8% | -7.4% |
| 3M | -45.6% | -3.1% | -42.5% | -45.5% |
| 6M | +117.2% | +4.2% | +113.0% | +95.4% |
| YTD | +189.8% | -0.1% | +189.9% | +185.8% |
| 1Y | +317.7% | -3.0% | +320.8% | +345.6% |
| 3Y | +478.6% | +41.8% | +436.8% | +250.7% |
| 5Y | +169.5% | -1.3% | +170.8% | +357.4% |
| All | +4,921.3% | +128.2% | +4,793.1% | +1,865.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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