+36.4%
SOXL vs ALAB
+322.1%
-285.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.6% | -8.4% | -8.8% |
| 7D | +26.9% | +16.3% | +10.5% | +13.8% |
| 30D | -47.2% | -26.1% | -21.1% | -24.9% |
| 3M | -59.9% | -31.3% | -28.6% | -38.3% |
| 6M | -68.3% | -1.0% | -67.3% | -56.1% |
| YTD | +38.8% | +33.3% | +5.5% | +52.5% |
| 1Y | +48.8% | +53.5% | -4.8% | +46.9% |
| All | +36.4% | +322.1% | -285.7% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling