+327.1%
SOXL vs ASTS
+233.7%
+93.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -5.5% | -5.5% | -9.0% |
| 7D | +26.9% | +0.8% | +26.0% | +27.4% |
| 30D | -47.2% | -22.6% | -24.6% | -39.2% |
| 3M | -59.9% | -54.4% | -5.4% | -44.4% |
| 6M | -68.3% | -56.4% | -11.9% | -54.8% |
| YTD | +38.8% | -55.1% | +94.0% | +91.1% |
| 1Y | +48.8% | -46.9% | +95.7% | +92.4% |
| 3Y | +196.5% | +715.0% | -518.5% | +30.6% |
| 5Y | -5.0% | +153.7% | -158.7% | -46.6% |
| All | +327.1% | +233.7% | +93.4% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling