+7,410.2%
SOXL vs ALLE
+338.1%
+7,072.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | +0.1% |
| 7D | +60.3% | +1.6% | +58.8% | +57.4% |
| 30D | -48.6% | +24.1% | -72.7% | -66.7% |
| 3M | -53.9% | +14.8% | -68.7% | -66.4% |
| 6M | -62.0% | +45.9% | -107.9% | -82.6% |
| YTD | +56.0% | +20.7% | +35.3% | -3.9% |
| 1Y | +50.0% | +14.2% | +35.8% | +2.3% |
| 3Y | +223.8% | +90.7% | +133.1% | -8.9% |
| 5Y | +6.7% | +50.6% | -43.9% | -42.9% |
| 10Y | +2,163.6% | +208.9% | +1,954.7% | +398.0% |
| All | +7,410.2% | +338.1% | +7,072.1% | +1,085.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling