+184.8%
SOXL vs ALK
-28.1%
+212.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.2% |
| 7D | +18.4% | -3.0% | +21.3% | +22.3% |
| 30D | -3.2% | -14.6% | +11.4% | +15.0% |
| 3M | -37.6% | -10.6% | -27.0% | -28.4% |
| 6M | +136.1% | -6.7% | +142.8% | +153.3% |
| YTD | +199.5% | -19.8% | +219.2% | +276.3% |
| 1Y | +363.2% | -35.2% | +398.4% | +635.9% |
| 3Y | +496.5% | +1.4% | +495.1% | +372.4% |
| 5Y | +184.8% | -30.7% | +215.5% | +323.4% |
| All | +184.8% | -28.1% | +212.9% | +323.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling