+9,612.4%
SOXL vs STRL
+1,319.4%
+8,293.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.1% | -7.9% | -8.7% |
| 7D | +26.9% | +15.7% | +11.2% | +15.4% |
| 30D | -47.2% | -35.5% | -11.8% | -21.4% |
| 3M | -59.9% | -47.1% | -12.7% | -29.2% |
| 6M | -68.3% | -65.8% | -2.6% | -15.8% |
| YTD | +38.8% | -4.5% | +43.4% | +72.5% |
| 1Y | +48.8% | -10.5% | +59.3% | +95.3% |
| 3Y | +196.5% | +340.6% | -144.1% | +47.5% |
| 5Y | -5.0% | +911.0% | -916.1% | -70.9% |
| 10Y | +1,914.5% | +3,727.1% | -1,812.6% | +181.1% |
| All | +9,612.4% | +1,319.4% | +8,293.0% | +2,170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling