+1,054.2%
SOXL vs ALC
+24.0%
+1,030.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +13.2% |
| 7D | +5.3% | -2.1% | +7.4% | +8.4% |
| 30D | -11.2% | -0.1% | -11.1% | -13.0% |
| 3M | -55.4% | +5.9% | -61.2% | -62.8% |
| 6M | +107.1% | -15.9% | +123.1% | +137.7% |
| YTD | +179.0% | -10.1% | +189.1% | +181.6% |
| 1Y | +357.4% | -10.2% | +367.6% | +355.8% |
| 3Y | +397.5% | -13.6% | +411.0% | +418.8% |
| 5Y | +155.9% | -15.1% | +171.0% | +229.1% |
| All | +1,054.2% | +24.0% | +1,030.2% | +807.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling