+20,415.5%
SOXL vs ALB
+299.6%
+20,115.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +2.3% |
| 7D | +16.4% | -4.4% | +20.8% | +21.3% |
| 30D | -12.1% | -1.2% | -10.9% | -13.3% |
| 3M | -41.7% | -13.3% | -28.4% | -31.5% |
| 6M | +157.4% | -19.8% | +177.2% | +220.7% |
| YTD | +193.3% | -7.9% | +201.2% | +206.3% |
| 1Y | +355.3% | +60.2% | +295.2% | +140.6% |
| 3Y | +484.2% | -26.4% | +510.6% | +524.6% |
| 5Y | +182.7% | -42.5% | +225.2% | +344.9% |
| 10Y | +4,692.2% | +83.0% | +4,609.2% | +1,497.6% |
| All | +20,415.5% | +299.6% | +20,115.8% | +1,782.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling