+156.1%
SOXL vs ALB
-48.1%
+204.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -5.1% |
| 7D | +8.5% | -7.6% | +16.1% | +16.4% |
| 30D | -13.0% | -5.6% | -7.4% | -10.0% |
| 3M | -35.9% | -16.8% | -19.1% | -23.1% |
| 6M | +112.1% | -26.3% | +138.4% | +180.4% |
| YTD | +175.4% | -13.2% | +188.7% | +206.2% |
| 1Y | +304.9% | +68.8% | +236.1% | +125.0% |
| 3Y | +448.6% | -30.7% | +479.2% | +563.7% |
| 5Y | +156.1% | -46.3% | +202.4% | +344.0% |
| All | +156.1% | -48.1% | +204.2% | +344.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling