+821.2%
SOXL vs ASTS
+538.9%
+282.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +4.1% |
| 7D | +18.4% | 0.0% | +18.3% | +18.2% |
| 30D | -3.2% | -9.2% | +6.0% | +0.1% |
| 3M | -37.6% | -29.6% | -8.0% | -29.2% |
| 6M | +136.1% | -30.5% | +166.5% | +169.4% |
| YTD | +199.5% | -14.1% | +213.5% | +211.8% |
| 1Y | +363.2% | +69.1% | +294.1% | +284.9% |
| 3Y | +496.5% | +1,525.5% | -1,029.0% | +92.1% |
| 5Y | +184.8% | +425.9% | -241.0% | +18.5% |
| All | +821.2% | +538.9% | +282.3% | +245.8% |
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