+1,098.9%
SOXL vs ALC
+16.1%
+1,082.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +6.4% |
| 7D | +3.9% | -6.3% | +10.2% | +14.4% |
| 30D | -14.3% | -10.3% | -4.0% | -0.7% |
| 3M | -45.6% | -0.7% | -44.9% | -50.0% |
| 6M | +117.2% | -17.8% | +135.0% | +154.5% |
| YTD | +189.8% | -15.8% | +205.6% | +222.1% |
| 1Y | +317.7% | -16.7% | +334.5% | +367.6% |
| 3Y | +478.6% | -19.7% | +498.4% | +577.3% |
| 5Y | +169.5% | -19.8% | +189.3% | +275.8% |
| All | +1,098.9% | +16.1% | +1,082.7% | +938.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling