+449.8%
SOXL vs ACI
-45.8%
+495.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.8% | -8.6% |
| 7D | +8.5% | -7.1% | +15.5% | +4.8% |
| 30D | -13.0% | -4.5% | -8.5% | -14.5% |
| 3M | -35.9% | -22.3% | -13.6% | -40.2% |
| 6M | +112.1% | -28.4% | +140.5% | +94.3% |
| YTD | +175.4% | -29.5% | +204.9% | +152.1% |
| 1Y | +304.9% | -34.2% | +339.1% | +273.1% |
| All | +449.8% | -45.8% | +495.6% | +446.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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