+4,921.3%
SOXL vs ALLY
+189.7%
+4,731.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.5% |
| 7D | +3.9% | -3.8% | +7.7% | +8.4% |
| 30D | -14.3% | -4.9% | -9.4% | -9.3% |
| 3M | -45.6% | -2.6% | -43.0% | -43.6% |
| 6M | +117.2% | +15.7% | +101.4% | +81.5% |
| YTD | +189.8% | -5.2% | +195.0% | +207.2% |
| 1Y | +317.7% | +2.8% | +314.9% | +302.1% |
| 3Y | +478.6% | +63.4% | +415.2% | +244.1% |
| 5Y | +169.5% | -2.6% | +172.1% | +245.3% |
| All | +4,921.3% | +189.7% | +4,731.6% | +3,212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling