+4,671.5%
SOXL vs STRL
+6,846.4%
-2,174.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -6.0% | -6.3% |
| 7D | +8.5% | +5.4% | +3.1% | +4.0% |
| 30D | -13.0% | -9.0% | -4.0% | -4.5% |
| 3M | -35.9% | -37.1% | +1.1% | +3.0% |
| 6M | +112.1% | +17.8% | +94.2% | +92.3% |
| YTD | +175.4% | +58.3% | +117.1% | +99.0% |
| 1Y | +304.9% | +61.0% | +243.9% | +194.4% |
| 3Y | +448.6% | +517.8% | -69.2% | +43.0% |
| 5Y | +156.1% | +2,119.0% | -1,962.9% | -73.1% |
| All | +4,671.5% | +6,846.4% | -2,174.9% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling