+20,174.1%
SOXL vs ZBRA
+1,106.1%
+19,068.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +2.7% |
| 7D | +3.9% | -3.4% | +7.3% | +8.5% |
| 30D | -14.3% | -7.4% | -6.9% | -4.6% |
| 3M | -45.6% | +57.5% | -103.1% | -72.8% |
| 6M | +117.2% | +64.0% | +53.2% | +2.0% |
| YTD | +189.8% | +44.3% | +145.5% | +53.6% |
| 1Y | +317.7% | +10.9% | +306.9% | +224.6% |
| 3Y | +478.6% | +37.5% | +441.1% | +310.5% |
| 5Y | +169.5% | -39.7% | +209.2% | +642.5% |
| 10Y | +5,222.1% | +429.9% | +4,792.2% | +1,387.2% |
| All | +20,174.1% | +1,106.1% | +19,068.0% | +838.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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