+902.1%
SOXL vs ZS
+498.3%
+403.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.8% |
| 7D | +3.9% | -3.1% | +7.0% | +6.0% |
| 30D | -14.3% | -7.2% | -7.1% | -10.9% |
| 3M | -45.6% | +30.5% | -76.1% | -57.3% |
| 6M | +117.2% | +7.0% | +110.2% | +68.2% |
| YTD | +189.8% | -26.8% | +216.7% | +187.7% |
| 1Y | +317.7% | -42.6% | +360.3% | +405.6% |
| 3Y | +478.6% | -0.3% | +478.9% | +389.9% |
| 5Y | +169.5% | -39.2% | +208.7% | +239.6% |
| All | +902.1% | +498.3% | +403.8% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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