+5,399.0%
SOXL vs ACGL
+270.1%
+5,128.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.7% |
| 7D | +18.4% | -2.1% | +20.5% | +20.5% |
| 30D | -3.2% | -2.2% | -1.0% | -2.1% |
| 3M | -37.6% | +6.3% | -43.9% | -46.2% |
| 6M | +136.1% | +0.5% | +135.5% | +106.8% |
| YTD | +199.5% | +0.2% | +199.3% | +155.1% |
| 1Y | +363.2% | +7.3% | +356.0% | +252.2% |
| 3Y | +496.5% | +30.8% | +465.6% | +201.4% |
| 5Y | +184.8% | +155.8% | +29.0% | -44.1% |
| 10Y | +5,399.0% | +276.3% | +5,122.7% | +735.0% |
| All | +5,399.0% | +270.1% | +5,128.9% | +735.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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