+1,032.6%
SOXL vs ACI
+21.8%
+1,010.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +5.1% |
| 7D | +16.4% | -2.6% | +19.0% | +16.4% |
| 30D | -12.1% | +1.1% | -13.2% | -12.1% |
| 3M | -41.7% | -23.6% | -18.1% | -41.1% |
| 6M | +157.4% | -29.9% | +187.3% | +161.0% |
| YTD | +193.3% | -26.9% | +220.1% | +194.0% |
| 1Y | +355.3% | -34.2% | +389.6% | +364.4% |
| 3Y | +484.2% | -43.6% | +527.8% | +509.8% |
| 5Y | +182.7% | -42.4% | +225.1% | +187.1% |
| All | +1,032.6% | +21.8% | +1,010.8% | +823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling