+13,332.3%
SOXL vs ALLE
+260.9%
+13,071.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +8.1% |
| 7D | +5.3% | -0.2% | +5.6% | +5.8% |
| 30D | -11.2% | -6.8% | -4.4% | +0.2% |
| 3M | -55.4% | +21.0% | -76.4% | -69.8% |
| 6M | +107.1% | +1.1% | +106.0% | +95.6% |
| YTD | +179.0% | -0.5% | +179.6% | +159.5% |
| 1Y | +357.4% | -7.3% | +364.6% | +379.9% |
| 3Y | +397.5% | +42.3% | +355.2% | +154.9% |
| 5Y | +155.9% | +13.5% | +142.4% | +139.7% |
| 10Y | +4,301.6% | +144.0% | +4,157.5% | +1,458.7% |
| All | +13,332.3% | +260.9% | +13,071.4% | +3,101.3% |
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