+317.7%
SOXL vs ALB
+66.4%
+251.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.7% | +7.8% |
| 7D | +3.9% | -6.6% | +10.5% | +9.3% |
| 30D | -14.3% | -8.1% | -6.2% | -10.4% |
| 3M | -45.6% | -25.7% | -19.9% | -32.7% |
| 6M | +117.2% | -29.5% | +146.6% | +175.4% |
| YTD | +189.8% | -16.2% | +206.1% | +225.2% |
| 1Y | +317.7% | +59.2% | +258.5% | +222.6% |
| All | +317.7% | +66.4% | +251.4% | +222.6% |
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 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