+182.7%
SOXL vs ALLE
+17.0%
+165.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +6.3% |
| 7D | +16.4% | +2.8% | +13.6% | +10.9% |
| 30D | -12.1% | -7.6% | -4.5% | +0.7% |
| 3M | -41.7% | +22.8% | -64.5% | -61.9% |
| 6M | +157.4% | +4.6% | +152.8% | +128.1% |
| YTD | +193.3% | -1.2% | +194.5% | +174.9% |
| 1Y | +355.3% | -9.1% | +364.5% | +399.1% |
| 3Y | +484.2% | +50.0% | +434.2% | +137.7% |
| 5Y | +182.7% | +15.2% | +167.4% | +115.0% |
| All | +182.7% | +17.0% | +165.7% | +115.0% |
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