-4.8%
SOXL vs STZ
-29.4%
+24.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -11.3% |
| 7D | +26.9% | +2.6% | +24.3% | +25.4% |
| 30D | -47.2% | +15.2% | -62.4% | -52.6% |
| 3M | -59.9% | +7.6% | -67.5% | -63.1% |
| 6M | -68.3% | +5.3% | -73.6% | -71.3% |
| YTD | +38.8% | +8.6% | +30.2% | +12.9% |
| 1Y | +48.8% | +15.6% | +33.2% | +12.8% |
| 3Y | +196.5% | -35.2% | +231.7% | +286.4% |
| All | -4.8% | -29.4% | +24.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling