+170.5%
SOXL vs ALAB
+441.3%
-270.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.3% | -2.7% | -4.0% |
| 7D | +8.5% | +0.6% | +7.8% | +7.5% |
| 30D | -13.0% | -8.8% | -4.2% | -6.1% |
| 3M | -35.9% | -14.0% | -21.9% | -19.7% |
| 6M | +112.1% | +144.3% | -32.2% | +40.8% |
| YTD | +175.4% | +71.0% | +104.4% | +117.9% |
| 1Y | +304.9% | +23.5% | +281.4% | +285.0% |
| All | +170.5% | +441.3% | -270.9% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling