+484.2%
SOXL vs ALK
+1.7%
+482.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.2% | +8.1% |
| 7D | +16.4% | +0.1% | +16.3% | +16.1% |
| 30D | -12.1% | -18.5% | +6.3% | +6.7% |
| 3M | -41.7% | -3.6% | -38.1% | -39.1% |
| 6M | +157.4% | -3.7% | +161.1% | +168.2% |
| YTD | +193.3% | -19.0% | +212.3% | +255.4% |
| 1Y | +355.3% | -36.0% | +391.4% | +582.0% |
| 3Y | +484.2% | +2.3% | +481.8% | +429.2% |
| All | +484.2% | +1.7% | +482.5% | +429.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling