+4,921.3%
SOXL vs STLA
+55.1%
+4,866.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +3.0% | +2.6% |
| 7D | +3.9% | -2.9% | +6.7% | +7.1% |
| 30D | -14.3% | +0.9% | -15.2% | -17.2% |
| 3M | -45.6% | -21.6% | -24.0% | -30.0% |
| 6M | +117.2% | -21.6% | +138.8% | +188.4% |
| YTD | +189.8% | -50.4% | +240.3% | +473.2% |
| 1Y | +317.7% | -43.6% | +361.3% | +599.9% |
| 3Y | +478.6% | -66.4% | +545.0% | +1,747.7% |
| 5Y | +169.5% | -62.3% | +231.8% | +802.9% |
| All | +4,921.3% | +55.1% | +4,866.2% | +7,990.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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