+513.9%
SOXL vs ADVB
-88.3%
+602.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +9.9% |
| 7D | +5.3% | -3.8% | +9.1% | +5.4% |
| 30D | -11.2% | +17.6% | -28.8% | -11.9% |
| 3M | -55.4% | +119.1% | -174.5% | -58.8% |
| 6M | +107.1% | +103.4% | +3.8% | +82.9% |
| YTD | +179.0% | +59.8% | +119.2% | +152.6% |
| 1Y | +357.4% | +8.5% | +348.8% | +320.9% |
| All | +513.9% | -88.3% | +602.2% | +946.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling