+545.2%
SOXL vs ADVB
-88.8%
+634.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +5.2% |
| 7D | +16.4% | -14.0% | +30.4% | +16.9% |
| 30D | -12.1% | +41.0% | -53.1% | -13.5% |
| 3M | -41.7% | +127.9% | -169.6% | -46.4% |
| 6M | +157.4% | +101.3% | +56.1% | +127.1% |
| YTD | +193.3% | +53.8% | +139.5% | +165.8% |
| 1Y | +355.3% | +4.4% | +350.9% | +319.7% |
| All | +545.2% | -88.8% | +634.0% | +1,000.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling