+177.0%
SOXL vs STLD
+124.8%
+52.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -5.8% |
| 7D | -23.3% | -4.7% | -18.7% | -13.2% |
| 30D | -59.9% | -0.9% | -58.9% | -56.4% |
| 3M | -56.8% | -11.9% | -45.0% | -45.7% |
| 6M | -68.3% | +0.9% | -69.2% | -67.8% |
| YTD | +33.5% | +40.4% | -7.0% | -17.5% |
| 1Y | +24.8% | +56.6% | -31.8% | -34.5% |
| 3Y | +177.0% | +125.5% | +51.5% | +1.1% |
| All | +177.0% | +124.8% | +52.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling