+497.9%
SOXL vs XRT
+40.3%
+457.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +5.8% |
| 7D | +18.4% | -2.4% | +20.8% | +24.5% |
| 30D | -3.2% | -6.9% | +3.8% | +11.4% |
| 3M | -37.6% | -0.4% | -37.2% | -41.6% |
| 6M | +136.1% | +2.2% | +133.8% | +113.6% |
| YTD | +199.5% | -0.7% | +200.2% | +190.9% |
| 1Y | +363.2% | -2.0% | +365.2% | +371.4% |
| All | +497.9% | +40.3% | +457.5% | +241.1% |
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