+2,180.9%
SOXL vs STLD
+802.0%
+1,378.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +1.2% | +16.6% | +16.3% |
| 7D | -1.0% | -0.5% | -0.5% | +4.5% |
| 30D | -48.6% | -0.1% | -48.5% | -45.3% |
| 3M | -50.3% | -9.2% | -41.2% | -41.7% |
| 6M | -65.3% | +1.8% | -67.1% | -64.6% |
| YTD | +57.2% | +42.1% | +15.1% | +9.6% |
| 1Y | +58.0% | +58.5% | -0.5% | -2.7% |
| 3Y | +226.2% | +128.2% | +98.0% | +49.5% |
| 5Y | +10.5% | +288.2% | -277.8% | -70.8% |
| 10Y | +2,180.9% | +799.8% | +1,381.1% | +165.8% |
| All | +2,180.9% | +802.0% | +1,378.8% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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