+19,418.6%
SOXL vs ACM
+147.2%
+19,271.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.4% |
| 7D | +5.3% | -3.7% | +9.1% | +11.1% |
| 30D | -11.2% | -11.1% | -0.1% | -1.0% |
| 3M | -55.4% | -8.0% | -47.4% | -54.4% |
| 6M | +107.1% | -29.7% | +136.8% | +211.5% |
| YTD | +179.0% | -29.4% | +208.4% | +303.7% |
| 1Y | +357.4% | -46.4% | +403.8% | +898.1% |
| 3Y | +397.5% | -22.3% | +419.8% | +617.7% |
| 5Y | +155.9% | +4.5% | +151.4% | +202.3% |
| 10Y | +4,301.6% | +127.6% | +4,173.9% | +2,078.6% |
| All | +19,418.6% | +147.2% | +19,271.3% | +11,509.2% |
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