+196.5%
SOXL vs XRT
+58.7%
+137.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.9% |
| 7D | +26.9% | +1.7% | +25.1% | +23.4% |
| 30D | -47.2% | +7.5% | -54.7% | -56.1% |
| 3M | -59.9% | +2.2% | -62.0% | -63.7% |
| 6M | -68.3% | +14.7% | -83.0% | -79.0% |
| YTD | +38.8% | +7.5% | +31.3% | +9.3% |
| 1Y | +48.8% | +14.1% | +34.7% | +0.8% |
| 3Y | +196.5% | +58.8% | +137.7% | +41.9% |
| All | +196.5% | +58.7% | +137.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling