+317.7%
SOXL vs Z
-62.2%
+379.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +5.8% |
| 7D | +3.9% | -6.0% | +9.9% | +2.8% |
| 30D | -14.3% | -2.3% | -12.0% | -14.6% |
| 3M | -45.6% | -0.6% | -45.0% | -44.8% |
| 6M | +117.2% | -27.6% | +144.8% | +137.6% |
| YTD | +189.8% | -52.4% | +242.2% | +239.3% |
| 1Y | +317.7% | -63.6% | +381.3% | +355.1% |
| All | +317.7% | -62.2% | +379.9% | +355.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling