+357.4%
SOXL vs ALC
-10.2%
+367.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +9.4% |
| 7D | +5.3% | -2.1% | +7.4% | +4.9% |
| 30D | -11.2% | -0.1% | -11.1% | -11.4% |
| 3M | -55.4% | +5.9% | -61.2% | -55.4% |
| 6M | +107.1% | -15.9% | +123.1% | +141.9% |
| YTD | +179.0% | -10.1% | +189.1% | +213.2% |
| 1Y | +357.4% | -10.2% | +367.6% | +430.7% |
| All | +357.4% | -10.2% | +367.5% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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