+357.4%
SOXL vs ALM
+318.3%
+39.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +10.7% |
| 7D | +5.3% | -2.6% | +7.9% | +6.8% |
| 30D | -11.2% | +32.0% | -43.2% | -24.2% |
| 3M | -55.4% | -15.0% | -40.3% | -51.1% |
| 6M | +107.1% | -10.1% | +117.3% | +117.0% |
| YTD | +179.0% | +99.4% | +79.6% | +151.1% |
| 1Y | +357.4% | +316.4% | +41.0% | +273.1% |
| All | +357.4% | +318.3% | +39.0% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling