+497.9%
SOXL vs STT
+195.2%
+302.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +18.4% | +1.0% | +17.4% | +15.9% |
| 30D | -3.2% | +2.8% | -6.0% | -8.6% |
| 3M | -37.6% | +18.1% | -55.7% | -54.7% |
| 6M | +136.1% | +59.2% | +76.8% | -1.6% |
| YTD | +199.5% | +51.5% | +148.0% | +37.1% |
| 1Y | +363.2% | +75.7% | +287.6% | +63.8% |
| All | +497.9% | +195.2% | +302.7% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling