+357.4%
SOXL vs ALB
+60.9%
+296.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.4% | +14.3% | +13.1% |
| 7D | +5.3% | -8.1% | +13.4% | +11.5% |
| 30D | -11.2% | +6.3% | -17.5% | -17.2% |
| 3M | -55.4% | -23.6% | -31.8% | -45.4% |
| 6M | +107.1% | -24.6% | +131.7% | +149.5% |
| YTD | +179.0% | -10.3% | +189.3% | +201.5% |
| 1Y | +357.4% | +61.5% | +295.9% | +272.5% |
| All | +357.4% | +60.9% | +296.4% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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