+182.7%
SOXL vs ACGL
+158.6%
+24.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.9% |
| 7D | +16.4% | -2.9% | +19.3% | +17.4% |
| 30D | -12.1% | -2.8% | -9.3% | -11.6% |
| 3M | -41.7% | +6.8% | -48.5% | -46.0% |
| 6M | +157.4% | -1.5% | +158.9% | +145.0% |
| YTD | +193.3% | -0.2% | +193.5% | +171.7% |
| 1Y | +355.3% | +5.3% | +350.0% | +296.5% |
| 3Y | +484.2% | +30.3% | +453.9% | +260.3% |
| 5Y | +182.7% | +151.8% | +30.8% | -35.3% |
| All | +182.7% | +158.6% | +24.0% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling