+1,948.9%
SOXL vs ALK
-45.9%
+1,994.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.5% | -9.5% | -9.5% |
| 7D | +26.9% | -1.2% | +28.0% | +29.2% |
| 30D | -47.2% | +7.7% | -54.9% | -52.3% |
| 3M | -59.9% | -19.0% | -40.9% | -51.1% |
| 6M | -68.3% | -0.2% | -68.1% | -68.7% |
| YTD | +38.8% | -23.5% | +62.3% | +79.1% |
| 1Y | +48.8% | -9.1% | +57.9% | +61.6% |
| 3Y | +196.5% | +12.0% | +184.5% | +147.8% |
| 5Y | -5.0% | -30.9% | +25.8% | +50.9% |
| All | +1,948.9% | -45.9% | +1,994.8% | +3,910.7% |
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