+9,612.4%
SOXL vs STM
+674.2%
+8,938.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.9% |
| 7D | +26.9% | +12.0% | +14.9% | +8.1% |
| 30D | -47.2% | -0.4% | -46.9% | -39.6% |
| 3M | -59.9% | -13.2% | -46.7% | -40.8% |
| 6M | -68.3% | -26.1% | -42.3% | -29.5% |
| YTD | +38.8% | +81.2% | -42.3% | -17.3% |
| 1Y | +48.8% | +98.3% | -49.5% | -21.7% |
| 3Y | +196.5% | +16.7% | +179.8% | +334.6% |
| 5Y | -5.0% | -4.8% | -0.2% | +206.6% |
| 10Y | +1,914.5% | +468.8% | +1,445.7% | +1,330.6% |
| All | +9,612.4% | +674.2% | +8,938.2% | +4,315.4% |
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