+194.4%
SOXL vs ADVB
-97.4%
+291.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +3.5% | +18.7% | +22.0% |
| 7D | -17.6% | -1.2% | -16.4% | -17.1% |
| 30D | -59.8% | -61.4% | +1.6% | -57.9% |
| 3M | -59.9% | -67.8% | +7.9% | -58.1% |
| 6M | -68.2% | -66.9% | -1.3% | -68.1% |
| YTD | +33.8% | -64.9% | +98.7% | +28.7% |
| 1Y | +34.7% | -74.8% | +109.5% | +36.0% |
| All | +194.4% | -97.4% | +291.8% | +432.8% |
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