-62.0%
SOXL vs ALLY
-9.8%
-52.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | +60.3% | -2.1% | +62.5% | +63.5% |
| 30D | -48.6% | +2.0% | -50.6% | -48.7% |
| 3M | -53.9% | -13.3% | -40.5% | -45.3% |
| 6M | -62.0% | -9.9% | -52.1% | -57.8% |
| All | -62.0% | -9.8% | -52.2% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling