+162.3%
SOXL vs AZO
+85.8%
+76.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +3.9% | -3.6% | +7.4% | +5.8% |
| 30D | -14.3% | -5.6% | -8.8% | -12.1% |
| 3M | -45.6% | -6.6% | -39.0% | -45.8% |
| 6M | +117.2% | -22.5% | +139.7% | +144.7% |
| YTD | +189.8% | -15.2% | +205.0% | +204.0% |
| 1Y | +317.7% | -33.9% | +351.7% | +427.6% |
| 3Y | +478.6% | +11.8% | +466.8% | +276.8% |
| All | +162.3% | +85.8% | +76.5% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling