+184.6%
SOXL vs ALAB
+454.1%
-269.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +3.4% |
| 7D | +3.9% | -6.2% | +10.1% | +8.6% |
| 30D | -14.3% | -8.7% | -5.7% | -7.7% |
| 3M | -45.6% | -20.7% | -24.9% | -28.7% |
| 6M | +117.2% | +133.5% | -16.3% | +48.1% |
| YTD | +189.8% | +75.1% | +114.8% | +125.4% |
| 1Y | +317.7% | +25.0% | +292.7% | +293.2% |
| All | +184.6% | +454.1% | -269.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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