+19,418.6%
SOXL vs ALK
+368.7%
+19,049.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.3% | +8.3% |
| 7D | +5.3% | -0.7% | +6.0% | +6.1% |
| 30D | -11.2% | -19.2% | +8.0% | +10.3% |
| 3M | -55.4% | -1.5% | -53.8% | -54.5% |
| 6M | +107.1% | -13.1% | +120.2% | +140.9% |
| YTD | +179.0% | -16.4% | +195.5% | +234.9% |
| 1Y | +357.4% | -33.1% | +390.4% | +580.3% |
| 3Y | +397.5% | +0.6% | +396.8% | +366.0% |
| 5Y | +155.9% | -26.4% | +182.3% | +287.3% |
| 10Y | +4,301.6% | -34.2% | +4,335.7% | +6,524.9% |
| All | +19,418.6% | +368.7% | +19,049.9% | +2,236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling