+162.3%
SOXL vs ZTS
-63.0%
+225.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.1% |
| 7D | +3.9% | -3.7% | +7.6% | +7.8% |
| 30D | -14.3% | -0.8% | -13.5% | -15.5% |
| 3M | -45.6% | -9.7% | -35.9% | -44.0% |
| 6M | +117.2% | -38.4% | +155.6% | +237.3% |
| YTD | +189.8% | -41.1% | +230.9% | +375.1% |
| 1Y | +317.7% | -50.6% | +368.4% | +776.5% |
| 3Y | +478.6% | -59.1% | +537.8% | +1,393.3% |
| All | +162.3% | -63.0% | +225.3% | +789.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 5y: compounded portfolio wealth divided by compounded ZTS 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…
5y analysis · Full analysis span regression · 6 months rolling