-68.3%
SOXL vs ALAB
+7.2%
-75.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.6% | -8.4% | -7.4% |
| 7D | +26.9% | +16.3% | +10.5% | +5.2% |
| 30D | -47.2% | -26.1% | -21.1% | -10.7% |
| 3M | -59.9% | -31.3% | -28.6% | -25.6% |
| 6M | -68.3% | -1.0% | -67.3% | -59.4% |
| All | -68.3% | +7.2% | -75.5% | -59.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling