+19,418.6%
SOXL vs STLD
+1,899.7%
+17,518.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +11.8% |
| 7D | +5.3% | +3.1% | +2.2% | +0.8% |
| 30D | -11.2% | -9.0% | -2.2% | -2.1% |
| 3M | -55.4% | -12.4% | -43.0% | -49.3% |
| 6M | +107.1% | +25.5% | +81.6% | +60.1% |
| YTD | +179.0% | +43.6% | +135.4% | +81.3% |
| 1Y | +357.4% | +87.2% | +270.2% | +120.6% |
| 3Y | +397.5% | +135.2% | +262.2% | +106.0% |
| 5Y | +155.9% | +290.9% | -135.0% | -40.0% |
| 10Y | +4,301.6% | +1,113.5% | +3,188.1% | +163.6% |
| All | +19,418.6% | +1,899.7% | +17,518.9% | +543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling