+449.8%
SOXL vs Z
-39.0%
+488.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.3% | -6.5% |
| 7D | +8.5% | -11.6% | +20.0% | +15.5% |
| 30D | -13.0% | -8.5% | -4.5% | -10.5% |
| 3M | -35.9% | -7.9% | -28.0% | -37.9% |
| 6M | +112.1% | -29.1% | +141.1% | +147.0% |
| YTD | +175.4% | -54.2% | +229.6% | +333.3% |
| 1Y | +304.9% | -63.5% | +368.4% | +654.2% |
| All | +449.8% | -39.0% | +488.8% | +597.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling