+20,415.5%
SOXL vs STZ
+828.1%
+19,587.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.6% | +10.7% | +10.4% |
| 7D | +16.4% | -7.4% | +23.8% | +24.3% |
| 30D | -12.1% | -10.9% | -1.2% | -3.7% |
| 3M | -41.7% | -13.4% | -28.3% | -36.1% |
| 6M | +157.4% | -16.2% | +173.6% | +182.5% |
| YTD | +193.3% | -10.4% | +203.7% | +188.0% |
| 1Y | +355.3% | -14.8% | +370.1% | +365.7% |
| 3Y | +484.2% | -50.1% | +534.3% | +875.6% |
| 5Y | +182.7% | -38.8% | +221.5% | +312.5% |
| 10Y | +4,692.2% | -14.1% | +4,706.3% | +5,603.4% |
| All | +20,415.5% | +828.1% | +19,587.4% | +2,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling