+484.2%
SOXL vs ABCL
+105.4%
+378.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +16.4% | +1.4% | +15.0% | +15.5% |
| 30D | -12.1% | +65.1% | -77.2% | -36.5% |
| 3M | -41.7% | +111.1% | -152.8% | -64.0% |
| 6M | +157.4% | +231.6% | -74.2% | +24.6% |
| YTD | +193.3% | +234.5% | -41.2% | +37.1% |
| 1Y | +355.3% | +174.3% | +181.0% | +138.5% |
| 3Y | +484.2% | +111.5% | +372.7% | +162.6% |
| All | +484.2% | +105.4% | +378.8% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling