-0.2%
SOXL vs STLD
+289.0%
-289.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -5.2% |
| 7D | -23.3% | -4.7% | -18.7% | -14.1% |
| 30D | -59.9% | -0.9% | -58.9% | -56.7% |
| 3M | -56.8% | -11.9% | -45.0% | -46.8% |
| 6M | -68.3% | +0.9% | -69.2% | -67.5% |
| YTD | +33.5% | +40.4% | -7.0% | -10.3% |
| 1Y | +24.8% | +56.6% | -31.8% | -26.9% |
| 3Y | +177.0% | +125.5% | +51.5% | +15.5% |
| 5Y | -0.2% | +292.8% | -293.0% | -75.3% |
| All | -0.2% | +289.0% | -289.2% | -75.3% |
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