+4,921.3%
SOXL vs STZ
-11.3%
+4,932.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +6.3% |
| 7D | +3.9% | -4.5% | +8.3% | +7.9% |
| 30D | -14.3% | -8.6% | -5.7% | -8.3% |
| 3M | -45.6% | -13.8% | -31.8% | -39.8% |
| 6M | +117.2% | -17.2% | +134.3% | +142.0% |
| YTD | +189.8% | -9.4% | +199.2% | +175.9% |
| 1Y | +317.7% | -11.9% | +329.6% | +306.4% |
| 3Y | +478.6% | -49.6% | +528.2% | +917.3% |
| 5Y | +169.5% | -37.2% | +206.7% | +287.2% |
| All | +4,921.3% | -11.3% | +4,932.6% | +5,755.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling