+55.9%
SOXL vs ALK
-1.1%
+57.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +8.8% | -17.6% | -16.9% |
| 7D | -37.9% | +12.4% | -50.3% | -46.1% |
| 30D | -59.4% | +2.1% | -61.5% | -61.2% |
| 3M | -52.3% | -23.9% | -28.4% | -37.8% |
| 6M | -47.7% | +8.2% | -55.9% | -52.7% |
| YTD | +58.8% | -20.5% | +79.2% | +82.5% |
| 1Y | +55.9% | -1.0% | +56.9% | +36.6% |
| All | +55.9% | -1.1% | +57.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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