+10.5%
SOXL vs ALLE
+54.3%
-43.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.8% | +16.9% | +16.4% |
| 7D | -1.0% | -0.8% | -0.1% | +3.6% |
| 30D | -48.6% | +27.4% | -75.9% | -67.6% |
| 3M | -50.3% | +13.8% | -64.2% | -62.6% |
| 6M | -65.3% | +45.5% | -110.8% | -84.0% |
| YTD | +57.2% | +21.4% | +35.8% | -2.7% |
| 1Y | +58.0% | +15.4% | +42.7% | +8.3% |
| 3Y | +226.2% | +91.7% | +134.5% | -21.7% |
| 5Y | +10.5% | +54.5% | -44.0% | -52.2% |
| All | +10.5% | +54.3% | -43.8% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling