+2,180.9%
SOXL vs ALLE
+212.2%
+1,968.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.8% | +16.9% | +16.4% |
| 7D | -1.0% | -0.8% | -0.1% | +3.9% |
| 30D | -48.6% | +27.4% | -75.9% | -68.3% |
| 3M | -50.3% | +13.8% | -64.2% | -63.4% |
| 6M | -65.3% | +45.5% | -110.8% | -84.3% |
| YTD | +57.2% | +21.4% | +35.8% | -4.7% |
| 1Y | +58.0% | +15.4% | +42.7% | +5.3% |
| 3Y | +226.2% | +91.7% | +134.5% | -12.7% |
| 5Y | +10.5% | +54.5% | -44.0% | -45.1% |
| 10Y | +2,180.9% | +210.5% | +1,970.3% | +491.6% |
| All | +2,180.9% | +212.2% | +1,968.7% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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