+156.1%
SOXL vs ACM
-0.5%
+156.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.3% | -5.1% |
| 7D | +8.5% | -5.9% | +14.3% | +19.5% |
| 30D | -13.0% | -6.2% | -6.8% | -9.1% |
| 3M | -35.9% | -7.9% | -28.0% | -37.1% |
| 6M | +112.1% | -30.6% | +142.7% | +259.1% |
| YTD | +175.4% | -33.3% | +208.7% | +370.1% |
| 1Y | +304.9% | -49.2% | +354.1% | +1,110.9% |
| 3Y | +448.6% | -23.5% | +472.0% | +626.6% |
| 5Y | +156.1% | +0.9% | +155.2% | +150.6% |
| All | +156.1% | -0.5% | +156.6% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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