+19,418.6%
SOXL vs STT
+533.2%
+18,885.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.6% |
| 7D | +5.3% | +0.5% | +4.9% | +4.6% |
| 30D | -11.2% | +3.9% | -15.1% | -16.5% |
| 3M | -55.4% | +20.0% | -75.3% | -66.0% |
| 6M | +107.1% | +55.3% | +51.8% | +8.8% |
| YTD | +179.0% | +53.3% | +125.7% | +49.6% |
| 1Y | +357.4% | +74.7% | +282.7% | +105.7% |
| 3Y | +397.5% | +205.8% | +191.6% | +6.5% |
| 5Y | +155.9% | +145.0% | +10.9% | -12.7% |
| 10Y | +4,301.6% | +266.0% | +4,035.6% | +813.6% |
| All | +19,418.6% | +533.2% | +18,885.3% | +1,916.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling