+9,612.4%
SOXL vs ACM
+163.2%
+9,449.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.8% |
| 7D | +26.9% | +5.6% | +21.2% | +18.2% |
| 30D | -47.2% | +20.8% | -68.1% | -59.6% |
| 3M | -59.9% | +11.4% | -71.3% | -66.9% |
| 6M | -68.3% | +0.9% | -69.3% | -72.1% |
| YTD | +38.8% | -24.8% | +63.7% | +81.8% |
| 1Y | +48.8% | -46.4% | +95.2% | +217.6% |
| 3Y | +196.5% | -9.2% | +205.7% | +236.8% |
| 5Y | -5.0% | +5.0% | -10.0% | +9.8% |
| 10Y | +1,914.5% | +130.6% | +1,784.0% | +890.2% |
| All | +9,612.4% | +163.2% | +9,449.2% | +5,128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling