+357.4%
SOXL vs AZO
-28.9%
+386.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +10.2% |
| 7D | +5.3% | +0.7% | +4.6% | +5.8% |
| 30D | -11.2% | -2.7% | -8.5% | -12.4% |
| 3M | -55.4% | -3.2% | -52.2% | -54.6% |
| 6M | +107.1% | -19.7% | +126.9% | +107.2% |
| YTD | +179.0% | -12.0% | +191.1% | +206.8% |
| 1Y | +357.4% | -29.5% | +386.9% | +308.4% |
| All | +357.4% | -28.9% | +386.3% | +308.4% |
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