+19,418.6%
SOXL vs STRL
+2,261.6%
+17,157.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.8% | +4.1% | +5.7% |
| 7D | +5.3% | +3.4% | +1.9% | +3.1% |
| 30D | -11.2% | -9.2% | -2.0% | -3.4% |
| 3M | -55.4% | -51.0% | -4.3% | -17.2% |
| 6M | +107.1% | +15.8% | +91.4% | +98.8% |
| YTD | +179.0% | +58.9% | +120.2% | +118.0% |
| 1Y | +357.4% | +68.5% | +288.8% | +251.4% |
| 3Y | +397.5% | +485.2% | -87.8% | +77.0% |
| 5Y | +155.9% | +2,005.1% | -1,849.2% | -56.6% |
| 10Y | +4,301.6% | +7,118.0% | -2,816.4% | +258.0% |
| All | +19,418.6% | +2,261.6% | +17,157.0% | +2,769.2% |
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 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