+4,921.3%
SOXL vs AZO
+296.8%
+4,624.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +3.9% | -3.6% | +7.4% | +7.1% |
| 30D | -14.3% | -5.6% | -8.8% | -10.7% |
| 3M | -45.6% | -6.6% | -39.0% | -45.9% |
| 6M | +117.2% | -22.5% | +139.7% | +151.8% |
| YTD | +189.8% | -15.2% | +205.0% | +206.4% |
| 1Y | +317.7% | -33.9% | +351.7% | +448.0% |
| 3Y | +478.6% | +11.8% | +466.8% | +292.3% |
| 5Y | +169.5% | +85.5% | +84.0% | +6.2% |
| All | +4,921.3% | +296.8% | +4,624.5% | +1,332.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling