+196.5%
SOXL vs STRL
+341.0%
-144.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.1% | -7.9% | -7.9% |
| 7D | +26.9% | +15.7% | +11.2% | +11.2% |
| 30D | -47.2% | -35.5% | -11.8% | -11.5% |
| 3M | -59.9% | -47.1% | -12.7% | -16.1% |
| 6M | -68.3% | -65.8% | -2.6% | +11.8% |
| YTD | +38.8% | -4.5% | +43.4% | +61.4% |
| 1Y | +48.8% | -10.5% | +59.3% | +86.2% |
| 3Y | +196.5% | +340.6% | -144.1% | +5.2% |
| All | +196.5% | +341.0% | -144.5% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling