+497.9%
SOXL vs ALB
-29.2%
+527.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +4.4% |
| 7D | +18.4% | -8.6% | +26.9% | +26.5% |
| 30D | -3.2% | -4.0% | +0.9% | -1.8% |
| 3M | -37.6% | -17.4% | -20.2% | -26.7% |
| 6M | +136.1% | -25.4% | +161.4% | +196.9% |
| YTD | +199.5% | -10.5% | +210.0% | +224.0% |
| 1Y | +363.2% | +75.8% | +287.4% | +184.3% |
| All | +497.9% | -29.2% | +527.1% | +553.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling