+20,415.5%
SOXL vs STM
+759.5%
+19,656.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.9% |
| 7D | +16.4% | +5.2% | +11.2% | +7.7% |
| 30D | -12.1% | -7.4% | -4.7% | +0.3% |
| 3M | -41.7% | -30.6% | -11.1% | +15.0% |
| 6M | +157.4% | +66.4% | +91.0% | +48.8% |
| YTD | +193.3% | +101.1% | +92.1% | +27.3% |
| 1Y | +355.3% | +97.4% | +258.0% | +104.2% |
| 3Y | +484.2% | +21.1% | +463.0% | +602.1% |
| 5Y | +182.7% | +22.5% | +160.2% | +451.5% |
| 10Y | +4,692.2% | +657.6% | +4,034.6% | +1,894.6% |
| All | +20,415.5% | +759.5% | +19,656.0% | +6,697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling