+293.6%
SOXL vs ZYBT
-58.9%
+352.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.8% | +5.2% |
| 7D | +3.9% | -3.7% | +7.6% | +3.9% |
| 30D | -14.3% | 0.0% | -14.3% | -14.3% |
| 3M | -45.6% | +72.2% | -117.8% | -46.6% |
| 6M | +117.2% | +103.1% | +14.0% | +105.5% |
| YTD | +189.8% | +34.8% | +155.1% | +182.9% |
| 1Y | +317.7% | -83.2% | +400.9% | +367.3% |
| All | +293.6% | -58.9% | +352.5% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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