-6.2%
SOXL vs ALLY
-10.1%
+3.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +2.8% |
| 7D | -23.3% | -0.7% | -22.7% | -22.5% |
| 30D | -59.9% | +1.1% | -61.0% | -60.5% |
| 3M | -56.8% | -13.2% | -43.7% | -48.1% |
| 6M | -68.3% | -13.5% | -54.8% | -61.8% |
| YTD | +33.5% | -14.3% | +47.8% | +62.1% |
| 1Y | +24.8% | -1.1% | +25.9% | +25.1% |
| 3Y | +177.0% | +62.0% | +115.0% | +48.6% |
| All | -6.2% | -10.1% | +3.9% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling