+5,399.0%
SOXL vs ALLE
+146.0%
+5,253.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +6.9% |
| 7D | +18.4% | -2.2% | +20.5% | +22.7% |
| 30D | -3.2% | -8.3% | +5.2% | +11.9% |
| 3M | -37.6% | +16.3% | -53.8% | -54.7% |
| 6M | +136.1% | +1.8% | +134.3% | +118.3% |
| YTD | +199.5% | -3.9% | +203.4% | +194.4% |
| 1Y | +363.2% | -10.0% | +373.3% | +410.7% |
| 3Y | +496.5% | +45.8% | +450.6% | +184.2% |
| 5Y | +184.8% | +13.3% | +171.5% | +162.8% |
| 10Y | +5,399.0% | +155.3% | +5,243.7% | +2,028.4% |
| All | +5,399.0% | +146.0% | +5,253.0% | +2,028.4% |
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