+19,418.6%
SOXL vs ACGL
+1,141.8%
+18,276.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +11.9% |
| 7D | +5.3% | -0.7% | +6.1% | +5.9% |
| 30D | -11.2% | -1.0% | -10.2% | -11.2% |
| 3M | -55.4% | +11.0% | -66.4% | -65.3% |
| 6M | +107.1% | -0.3% | +107.5% | +79.2% |
| YTD | +179.0% | +2.3% | +176.8% | +125.4% |
| 1Y | +357.4% | +6.4% | +351.0% | +236.7% |
| 3Y | +397.5% | +34.0% | +363.5% | +118.3% |
| 5Y | +155.9% | +161.6% | -5.8% | -61.1% |
| 10Y | +4,301.6% | +278.6% | +4,023.0% | +285.6% |
| All | +19,418.6% | +1,141.8% | +18,276.8% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling