+357.4%
SOXL vs STZ
-10.2%
+367.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +9.6% |
| 7D | +5.3% | -1.9% | +7.3% | +4.6% |
| 30D | -11.2% | -1.9% | -9.3% | -11.7% |
| 3M | -55.4% | -6.2% | -49.1% | -55.6% |
| 6M | +107.1% | -14.0% | +121.1% | +104.1% |
| YTD | +179.0% | -5.1% | +184.2% | +157.0% |
| 1Y | +357.4% | -9.6% | +366.9% | +338.2% |
| All | +357.4% | -10.2% | +367.5% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling