+1,948.9%
SOXL vs ALB
+32.4%
+1,916.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.4% | -9.6% | -9.6% |
| 7D | +26.9% | -5.8% | +32.6% | +34.8% |
| 30D | -47.2% | -4.5% | -42.7% | -45.6% |
| 3M | -59.9% | -28.1% | -31.8% | -46.2% |
| 6M | -68.3% | -53.2% | -15.1% | -31.7% |
| YTD | +38.8% | -33.3% | +72.2% | +98.5% |
| 1Y | +48.8% | -17.4% | +66.2% | +69.4% |
| 3Y | +196.5% | -14.1% | +210.6% | +161.8% |
| 5Y | -5.0% | -64.0% | +59.0% | +144.9% |
| All | +1,948.9% | +32.4% | +1,916.5% | +1,108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling