+156.1%
SOXL vs ACN
-43.7%
+199.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.2% | -9.1% |
| 7D | +8.5% | -7.9% | +16.3% | +16.0% |
| 30D | -13.0% | -1.1% | -11.9% | -14.3% |
| 3M | -35.9% | +5.6% | -41.5% | -51.0% |
| 6M | +112.1% | -9.9% | +122.0% | +80.8% |
| YTD | +175.4% | -32.3% | +207.7% | +254.4% |
| 1Y | +304.9% | -25.3% | +330.2% | +311.4% |
| 3Y | +448.6% | -42.3% | +490.8% | +785.3% |
| 5Y | +156.1% | -43.5% | +199.6% | +440.3% |
| All | +156.1% | -43.7% | +199.8% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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