+182.7%
SOXL vs STLD
+291.8%
-109.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +6.0% |
| 7D | +16.4% | +2.7% | +13.7% | +11.8% |
| 30D | -12.1% | -8.4% | -3.7% | -3.3% |
| 3M | -41.7% | -9.9% | -31.8% | -36.7% |
| 6M | +157.4% | +33.0% | +124.4% | +78.9% |
| YTD | +193.3% | +42.6% | +150.7% | +84.6% |
| 1Y | +355.3% | +80.8% | +274.6% | +115.5% |
| 3Y | +484.2% | +143.4% | +340.7% | +117.4% |
| 5Y | +182.7% | +293.4% | -110.7% | -30.3% |
| All | +182.7% | +291.8% | -109.1% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling