+205.5%
SOXL vs ADVB
-96.8%
+302.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -23.6% | +12.6% | -9.3% |
| 7D | +26.9% | +27.8% | -0.9% | +24.3% |
| 30D | -47.2% | -50.8% | +3.5% | -45.8% |
| 3M | -59.9% | -70.5% | +10.7% | -58.3% |
| 6M | -68.3% | -46.7% | -21.6% | -69.4% |
| YTD | +38.8% | -56.7% | +95.5% | +31.1% |
| 1Y | +48.8% | -71.8% | +120.6% | +49.8% |
| All | +205.5% | -96.8% | +302.3% | +442.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling