+4,671.5%
SOXL vs ALK
-37.3%
+4,708.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -7.4% |
| 7D | +8.5% | -3.1% | +11.6% | +11.9% |
| 30D | -13.0% | -17.1% | +4.2% | +4.4% |
| 3M | -35.9% | -3.8% | -32.2% | -32.7% |
| 6M | +112.1% | -5.3% | +117.3% | +125.5% |
| YTD | +175.4% | -20.3% | +195.7% | +244.4% |
| 1Y | +304.9% | -36.0% | +340.9% | +521.1% |
| 3Y | +448.6% | +0.8% | +447.8% | +419.2% |
| 5Y | +156.1% | -28.5% | +184.6% | +294.2% |
| All | +4,671.5% | -37.3% | +4,708.8% | +9,070.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling