+235.7%
SOXL vs ACGL
+33.2%
+202.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | 0.0% | +17.8% | +17.8% |
| 7D | -1.0% | -1.4% | +0.4% | -1.9% |
| 30D | -48.6% | +12.4% | -60.9% | -43.3% |
| 3M | -50.3% | +11.1% | -61.4% | -45.0% |
| 6M | -65.3% | +16.3% | -81.6% | -60.1% |
| YTD | +57.2% | +13.8% | +43.4% | +79.9% |
| 1Y | +58.0% | +20.4% | +37.6% | +79.0% |
| All | +235.7% | +33.2% | +202.5% | +340.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling