+7,611.2%
SOXL vs Z
+17.0%
+7,594.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.4% | +11.6% | +10.0% |
| 7D | +16.4% | -3.3% | +19.6% | +18.4% |
| 30D | -12.1% | -3.7% | -8.4% | -12.2% |
| 3M | -41.7% | -7.0% | -34.7% | -44.7% |
| 6M | +157.4% | -29.5% | +186.9% | +201.6% |
| YTD | +193.3% | -52.6% | +245.9% | +353.8% |
| 1Y | +355.3% | -64.0% | +419.3% | +761.6% |
| 3Y | +484.2% | -36.4% | +520.6% | +595.0% |
| 5Y | +182.7% | -65.8% | +248.4% | +424.5% |
| 10Y | +4,692.2% | -5.8% | +4,698.1% | +4,368.8% |
| All | +7,611.2% | +17.0% | +7,594.2% | +5,897.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling