+48.8%
SOXL vs ALAB
+43.1%
+5.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.6% | -8.4% | -8.2% |
| 7D | +26.9% | +16.3% | +10.5% | +10.2% |
| 30D | -47.2% | -26.1% | -21.1% | -19.1% |
| 3M | -59.9% | -31.3% | -28.6% | -33.1% |
| 6M | -68.3% | -1.0% | -67.3% | -50.4% |
| YTD | +38.8% | +33.3% | +5.5% | +65.1% |
| 1Y | +48.8% | +53.5% | -4.8% | +61.1% |
| All | +48.8% | +43.1% | +5.7% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling