+55.9%
SOXL vs AZO
-7.5%
+63.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.7% | -5.5% |
| 7D | -37.9% | +5.3% | -43.2% | -34.6% |
| 30D | -59.4% | +18.4% | -77.9% | -53.4% |
| 3M | -52.3% | +9.8% | -62.1% | -47.0% |
| 6M | -47.7% | -4.5% | -43.2% | -39.2% |
| YTD | +58.8% | -1.9% | +60.7% | +98.1% |
| 1Y | +55.9% | -9.5% | +65.4% | +93.5% |
| All | +55.9% | -7.5% | +63.4% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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