+4,921.3%
SOXL vs ALB
+77.7%
+4,843.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.8% | +9.0% | +9.0% |
| 7D | +3.9% | -6.9% | +10.8% | +11.3% |
| 30D | -14.3% | -8.4% | -5.9% | -8.7% |
| 3M | -45.6% | -25.9% | -19.7% | -27.2% |
| 6M | +117.2% | -29.7% | +146.9% | +203.5% |
| YTD | +189.8% | -16.5% | +206.3% | +234.9% |
| 1Y | +317.7% | +58.7% | +259.0% | +141.1% |
| 3Y | +478.6% | -34.0% | +512.6% | +615.1% |
| 5Y | +169.5% | -48.3% | +217.8% | +387.3% |
| All | +4,921.3% | +77.7% | +4,843.6% | +2,585.6% |
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