+20,174.1%
SOXL vs AZO
+1,619.5%
+18,554.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +3.9% | -3.6% | +7.4% | +7.7% |
| 30D | -14.3% | -5.6% | -8.8% | -10.1% |
| 3M | -45.6% | -6.6% | -39.0% | -46.0% |
| 6M | +117.2% | -22.5% | +139.7% | +156.3% |
| YTD | +189.8% | -15.2% | +205.0% | +207.3% |
| 1Y | +317.7% | -33.9% | +351.7% | +464.4% |
| 3Y | +478.6% | +11.8% | +466.8% | +274.4% |
| 5Y | +169.5% | +85.5% | +84.0% | -5.6% |
| 10Y | +5,222.1% | +298.2% | +4,923.9% | +707.9% |
| All | +20,174.1% | +1,619.5% | +18,554.6% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling