+156.1%
SOXL vs STT
+153.4%
+2.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.5% |
| 7D | +8.5% | -1.4% | +9.8% | +11.0% |
| 30D | -13.0% | +2.2% | -15.1% | -16.5% |
| 3M | -35.9% | +18.8% | -54.7% | -52.5% |
| 6M | +112.1% | +57.9% | +54.1% | -1.6% |
| YTD | +175.4% | +51.0% | +124.4% | +38.7% |
| 1Y | +304.9% | +77.1% | +227.7% | +59.3% |
| 3Y | +448.6% | +199.8% | +248.7% | -1.3% |
| 5Y | +156.1% | +156.0% | +0.1% | -37.1% |
| All | +156.1% | +153.4% | +2.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling