+1,948.9%
SOXL vs STT
+198.3%
+1,750.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.1% | -10.9% | -10.8% |
| 7D | +26.9% | +4.8% | +22.1% | +19.2% |
| 30D | -47.2% | +3.9% | -51.2% | -47.0% |
| 3M | -59.9% | -8.2% | -51.7% | -50.9% |
| 6M | -68.3% | +15.6% | -83.9% | -72.4% |
| YTD | +38.8% | +37.6% | +1.2% | -4.6% |
| 1Y | +48.8% | +50.1% | -1.3% | -9.5% |
| 3Y | +196.5% | +183.1% | +13.4% | -20.2% |
| 5Y | -5.0% | +104.8% | -109.9% | -53.5% |
| All | +1,948.9% | +198.3% | +1,750.6% | +762.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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