+360.9%
SOXL vs ABCL
-81.9%
+442.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +3.8% |
| 7D | +18.4% | -2.7% | +21.1% | +19.8% |
| 30D | -3.2% | +18.3% | -21.5% | -12.1% |
| 3M | -37.6% | +108.5% | -146.1% | -60.5% |
| 6M | +136.1% | +213.9% | -77.9% | +21.5% |
| YTD | +199.5% | +223.1% | -23.6% | +48.0% |
| 1Y | +363.2% | +160.6% | +202.6% | +156.3% |
| 3Y | +496.5% | +104.3% | +392.2% | +226.9% |
| 5Y | +184.8% | -40.0% | +224.9% | +145.7% |
| All | +360.9% | -81.9% | +442.8% | +390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling