+10,896.4%
SOXL vs ACGL
+1,281.9%
+9,614.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | 0.0% | +17.8% | +17.8% |
| 7D | -1.0% | -1.4% | +0.4% | +0.3% |
| 30D | -48.6% | +12.4% | -60.9% | -56.9% |
| 3M | -50.3% | +11.1% | -61.4% | -59.0% |
| 6M | -65.3% | +16.3% | -81.6% | -76.0% |
| YTD | +57.2% | +13.8% | +43.4% | +5.8% |
| 1Y | +58.0% | +20.4% | +37.6% | -2.2% |
| 3Y | +226.2% | +33.6% | +192.7% | +43.5% |
| 5Y | +10.5% | +176.8% | -166.4% | -84.7% |
| 10Y | +2,180.9% | +324.6% | +1,856.3% | +64.5% |
| All | +10,896.4% | +1,281.9% | +9,614.5% | -55.4% |
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