+182.7%
SOXL vs ABCL
-39.9%
+222.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +16.4% | +1.4% | +15.0% | +15.4% |
| 30D | -12.1% | +65.1% | -77.2% | -38.7% |
| 3M | -41.7% | +111.1% | -152.8% | -65.5% |
| 6M | +157.4% | +231.6% | -74.2% | +17.3% |
| YTD | +193.3% | +234.5% | -41.2% | +28.6% |
| 1Y | +355.3% | +174.3% | +181.0% | +124.1% |
| 3Y | +484.2% | +111.5% | +372.7% | +184.6% |
| 5Y | +182.7% | -37.3% | +219.9% | +130.3% |
| All | +182.7% | -39.9% | +222.6% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling