+4,921.3%
SOXL vs Z
-2.5%
+4,923.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +2.1% |
| 7D | +3.9% | -6.0% | +9.9% | +8.6% |
| 30D | -14.3% | -2.3% | -12.0% | -15.1% |
| 3M | -45.6% | -0.6% | -45.0% | -50.9% |
| 6M | +117.2% | -27.6% | +144.8% | +150.8% |
| YTD | +189.8% | -52.4% | +242.2% | +352.6% |
| 1Y | +317.7% | -63.6% | +381.3% | +699.2% |
| 3Y | +478.6% | -36.4% | +515.0% | +587.3% |
| 5Y | +169.5% | -64.6% | +234.1% | +390.8% |
| All | +4,921.3% | -2.5% | +4,923.7% | +4,204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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