+184.8%
SOXL vs STM
+21.1%
+163.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.6% |
| 7D | +18.4% | +1.7% | +16.7% | +14.9% |
| 30D | -3.2% | -5.2% | +2.0% | +8.0% |
| 3M | -37.6% | -29.6% | -8.0% | +33.0% |
| 6M | +136.1% | +54.4% | +81.7% | +28.2% |
| YTD | +199.5% | +99.5% | +100.0% | -0.9% |
| 1Y | +363.2% | +100.8% | +262.5% | +49.1% |
| 3Y | +496.5% | +20.2% | +476.3% | +532.5% |
| 5Y | +184.8% | +21.1% | +163.7% | +395.3% |
| All | +184.8% | +21.1% | +163.7% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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