+55.9%
SOXL vs ALB
+4.7%
+51.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.3% | -14.1% | -13.1% |
| 7D | -37.9% | -2.1% | -35.8% | -36.7% |
| 30D | -59.4% | -9.0% | -50.4% | -55.9% |
| 3M | -52.3% | -21.1% | -31.2% | -43.6% |
| 6M | -47.7% | -49.9% | +2.2% | -11.5% |
| YTD | +58.8% | -32.3% | +91.0% | +110.4% |
| 1Y | +55.9% | +8.6% | +47.3% | +56.4% |
| All | +55.9% | +4.7% | +51.2% | +56.4% |
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