-65.3%
SOXL vs ALLE
+43.6%
-108.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.8% | +16.9% | +17.7% |
| 7D | -1.0% | -0.8% | -0.1% | -1.1% |
| 30D | -48.6% | +27.4% | -75.9% | -48.2% |
| 3M | -50.3% | +13.8% | -64.2% | -47.2% |
| 6M | -65.3% | +45.5% | -110.8% | -70.5% |
| All | -65.3% | +43.6% | -108.9% | -70.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling