+55.9%
SOXL vs ASTS
-47.5%
+103.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.7% | -6.3% |
| 7D | -37.9% | -15.8% | -22.1% | -30.2% |
| 30D | -59.4% | -39.0% | -20.4% | -44.8% |
| 3M | -52.3% | -49.3% | -3.0% | -28.0% |
| 6M | -47.7% | -47.9% | +0.3% | -20.6% |
| YTD | +58.8% | -51.0% | +109.7% | +129.5% |
| 1Y | +55.9% | -49.2% | +105.0% | +125.0% |
| All | +55.9% | -47.5% | +103.4% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling