+182.7%
SOXL vs ASTS
+455.6%
-273.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +2.9% |
| 7D | +16.4% | +18.5% | -2.1% | +9.1% |
| 30D | -12.1% | -8.1% | -4.0% | -9.2% |
| 3M | -41.7% | -28.2% | -13.5% | -34.0% |
| 6M | +157.4% | -26.1% | +183.5% | +189.1% |
| YTD | +193.3% | -9.0% | +202.3% | +199.3% |
| 1Y | +355.3% | +62.2% | +293.2% | +277.8% |
| 3Y | +484.2% | +1,621.9% | -1,137.7% | +73.1% |
| 5Y | +182.7% | +457.0% | -274.4% | +8.7% |
| All | +182.7% | +455.6% | -273.0% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling