+497.9%
SOXL vs STRL
+526.3%
-28.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.5% |
| 7D | +18.4% | +8.2% | +10.1% | +9.9% |
| 30D | -3.2% | -6.3% | +3.1% | +4.4% |
| 3M | -37.6% | -41.2% | +3.6% | +12.3% |
| 6M | +136.1% | +20.4% | +115.7% | +101.5% |
| YTD | +199.5% | +61.7% | +137.8% | +93.3% |
| 1Y | +363.2% | +72.7% | +290.5% | +183.3% |
| All | +497.9% | +526.3% | -28.4% | +28.9% |
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