+323.9%
SOXL vs ABCL
-82.9%
+406.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.3% | -2.7% | -5.4% |
| 7D | +8.5% | -9.6% | +18.0% | +14.0% |
| 30D | -13.0% | +7.2% | -20.1% | -16.8% |
| 3M | -35.9% | +105.5% | -141.4% | -59.3% |
| 6M | +112.1% | +193.0% | -80.9% | +13.1% |
| YTD | +175.4% | +205.8% | -30.4% | +40.1% |
| 1Y | +304.9% | +144.4% | +160.5% | +131.6% |
| 3Y | +448.6% | +93.3% | +355.2% | +209.3% |
| 5Y | +156.1% | -44.9% | +201.0% | +129.3% |
| All | +323.9% | -82.9% | +406.7% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling