+196.5%
SOXL vs ALC
+4.4%
+192.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +3.2% | -14.2% | -12.6% |
| 7D | +26.9% | -1.1% | +28.0% | +27.2% |
| 30D | -47.2% | +16.0% | -63.3% | -53.1% |
| 3M | -59.9% | +0.8% | -60.7% | -61.0% |
| 6M | -68.3% | +16.8% | -85.2% | -74.4% |
| YTD | +38.8% | -5.5% | +44.3% | +38.3% |
| 1Y | +48.8% | -5.3% | +54.0% | +47.6% |
| 3Y | +196.5% | +4.1% | +192.4% | +204.5% |
| All | +196.5% | +4.4% | +192.1% | +204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling