+19,418.6%
SOXL vs XRT
+452.1%
+18,966.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +7.7% |
| 7D | +5.3% | +0.8% | +4.5% | +3.6% |
| 30D | -11.2% | -4.2% | -7.0% | -4.2% |
| 3M | -55.4% | +5.1% | -60.4% | -61.7% |
| 6M | +107.1% | +2.4% | +104.7% | +93.4% |
| YTD | +179.0% | +3.2% | +175.8% | +156.2% |
| 1Y | +357.4% | +1.5% | +355.8% | +341.7% |
| 3Y | +397.5% | +40.6% | +356.9% | +190.0% |
| 5Y | +155.9% | -1.0% | +156.9% | +346.6% |
| 10Y | +4,301.6% | +128.4% | +4,173.2% | +1,092.2% |
| All | +19,418.6% | +452.1% | +18,966.5% | +698.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling