+4,921.3%
SOXL vs STX
+3,412.6%
+1,508.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +9.0% | +10.4% |
| 7D | +3.9% | -2.3% | +6.1% | +6.5% |
| 30D | -14.3% | -5.5% | -8.8% | -8.1% |
| 3M | -45.6% | -4.3% | -41.3% | -39.1% |
| 6M | +117.2% | +115.6% | +1.6% | -14.3% |
| YTD | +189.8% | +202.2% | -12.4% | -33.9% |
| 1Y | +317.7% | +325.3% | -7.6% | -46.8% |
| 3Y | +478.6% | +1,283.9% | -805.3% | -84.7% |
| 5Y | +169.5% | +1,048.3% | -878.8% | -88.3% |
| All | +4,921.3% | +3,412.6% | +1,508.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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