+5,546.2%
SOXL vs ALLY
+95.5%
+5,450.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +2.5% |
| 7D | -23.3% | -0.7% | -22.7% | -22.5% |
| 30D | -59.9% | +1.1% | -61.0% | -60.4% |
| 3M | -56.8% | -13.2% | -43.7% | -49.1% |
| 6M | -68.3% | -13.5% | -54.8% | -62.5% |
| YTD | +33.5% | -14.3% | +47.8% | +59.5% |
| 1Y | +24.8% | -1.1% | +25.9% | +26.5% |
| 3Y | +177.0% | +62.0% | +115.0% | +69.3% |
| 5Y | -0.2% | -9.6% | +9.4% | +41.9% |
| 10Y | +2,054.9% | +176.0% | +1,878.9% | +893.8% |
| All | +5,546.2% | +95.5% | +5,450.7% | +3,747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling